-35.8%
NKE vs DBX
+20.9%
-56.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -5.5% | -1.8% | -3.7% | -5.1% |
| 30D | -10.4% | +2.8% | -13.3% | -11.2% |
| 3M | -15.8% | +26.8% | -42.6% | -21.1% |
| 6M | -33.4% | +32.8% | -66.2% | -38.8% |
| YTD | -41.0% | +26.1% | -67.1% | -45.1% |
| 1Y | -49.1% | +14.1% | -63.2% | -51.5% |
| 3Y | -59.8% | +25.7% | -85.5% | -63.7% |
| 5Y | -75.5% | +11.2% | -86.6% | -77.9% |
| All | -35.8% | +20.9% | -56.6% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling