-59.2%
NKE vs DD
+41.1%
-100.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -3.5% | -0.7% | -2.9% |
| 30D | -8.2% | -11.7% | +3.5% | -3.9% |
| 3M | -19.1% | -9.2% | -9.9% | -16.3% |
| 6M | -32.6% | -7.2% | -25.4% | -31.6% |
| YTD | -40.7% | +6.6% | -47.3% | -43.3% |
| 1Y | -48.9% | +32.0% | -80.9% | -55.7% |
| 3Y | -59.2% | +42.1% | -101.4% | -66.8% |
| All | -59.2% | +41.1% | -100.4% | -66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling