-74.7%
NKE vs DE
+97.2%
-171.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -2.6% | -1.6% | -3.3% |
| 30D | -8.2% | +9.0% | -17.2% | -11.1% |
| 3M | -19.1% | +19.1% | -38.2% | -24.4% |
| 6M | -32.6% | +14.4% | -47.0% | -36.6% |
| YTD | -40.7% | +45.9% | -86.7% | -49.7% |
| 1Y | -48.9% | +43.6% | -92.5% | -56.5% |
| 3Y | -59.2% | +75.9% | -135.1% | -68.3% |
| All | -74.7% | +97.2% | -171.9% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 5y: compounded portfolio wealth divided by compounded DE 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…
5y analysis · Full analysis span regression · 6 months rolling