-12.7%
NKE vs DECK
+806.8%
-819.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -5.4% | -0.8% | -4.5% | -5.1% |
| 30D | +8.4% | +4.9% | +3.5% | +6.6% |
| 3M | -6.3% | -5.8% | -0.5% | -4.3% |
| 6M | -7.8% | -8.6% | +0.7% | -5.1% |
| YTD | -38.3% | -14.7% | -23.5% | -35.8% |
| 1Y | -37.3% | +6.9% | -44.2% | -40.0% |
| 3Y | -61.3% | -16.2% | -45.1% | -62.8% |
| 5Y | -74.8% | +25.3% | -100.1% | -80.3% |
| 10Y | -12.7% | +781.3% | -794.0% | -60.3% |
| All | -12.7% | +806.8% | -819.5% | -60.3% |
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