-75.5%
NKE vs DAR
-6.7%
-68.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -5.5% | +0.9% | -6.5% | -5.8% |
| 30D | -10.4% | +6.4% | -16.9% | -12.0% |
| 3M | -15.8% | +13.2% | -29.1% | -18.8% |
| 6M | -33.4% | +26.2% | -59.6% | -37.9% |
| YTD | -41.0% | +84.4% | -125.4% | -50.4% |
| 1Y | -49.1% | +112.0% | -161.1% | -58.9% |
| 3Y | -59.8% | +13.4% | -73.2% | -62.7% |
| 5Y | -75.5% | -6.0% | -69.5% | -76.3% |
| All | -75.5% | -6.7% | -68.7% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling