+6,112.4%
NKE vs DD
+959.7%
+5,152.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | -7.7% | -7.4% | -0.2% | -5.2% |
| 3M | -10.9% | -6.4% | -4.5% | -9.0% |
| 6M | -31.9% | -2.5% | -29.4% | -31.9% |
| YTD | -38.6% | +10.2% | -48.9% | -41.3% |
| 1Y | -46.9% | +36.9% | -83.9% | -53.2% |
| 3Y | -58.2% | +47.0% | -105.2% | -64.6% |
| 5Y | -74.0% | +63.1% | -137.2% | -78.8% |
| 10Y | -21.6% | +68.2% | -89.7% | -40.3% |
| All | +6,112.4% | +959.7% | +5,152.7% | +1,792.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling