-11.2%
NKE vs DECK
+870.0%
-881.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +0.5% | +6.8% | -6.3% | -1.8% |
| 30D | +11.4% | +8.3% | +3.1% | +8.3% |
| 3M | -7.2% | -7.9% | +0.7% | -4.5% |
| 6M | -10.7% | -10.6% | -0.1% | -7.3% |
| YTD | -37.7% | -13.4% | -24.3% | -35.5% |
| 1Y | -34.3% | +12.5% | -46.8% | -38.2% |
| 3Y | -60.9% | -14.9% | -46.1% | -62.6% |
| 5Y | -74.8% | +27.5% | -102.3% | -80.3% |
| 10Y | -11.2% | +839.4% | -850.6% | -60.2% |
| All | -11.2% | +870.0% | -881.2% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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