-59.2%
NKE vs DBX
+27.0%
-86.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -4.2% | +2.1% | -6.3% | -4.5% |
| 30D | -8.2% | +5.7% | -13.9% | -9.2% |
| 3M | -19.1% | +31.8% | -50.9% | -23.0% |
| 6M | -32.6% | +37.5% | -70.1% | -36.5% |
| YTD | -40.7% | +27.9% | -68.6% | -43.4% |
| 1Y | -48.9% | +15.0% | -63.9% | -50.3% |
| 3Y | -59.2% | +27.2% | -86.4% | -62.8% |
| All | -59.2% | +27.0% | -86.2% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3y: compounded portfolio wealth divided by compounded DBX 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…
3y analysis · Full analysis span regression · 6 months rolling