-24.0%
NKE vs DD
+66.6%
-90.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -3.5% | -0.7% | -2.7% |
| 30D | -8.2% | -11.7% | +3.5% | -3.2% |
| 3M | -19.1% | -9.2% | -9.9% | -15.8% |
| 6M | -32.6% | -7.2% | -25.4% | -31.3% |
| YTD | -40.7% | +6.6% | -47.3% | -43.3% |
| 1Y | -48.9% | +32.0% | -80.9% | -55.9% |
| 3Y | -59.2% | +42.1% | -101.4% | -66.8% |
| 5Y | -75.3% | +58.1% | -133.4% | -81.1% |
| All | -24.0% | +66.6% | -90.6% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling