-12.3%
NKE vs DECK
+874.1%
-886.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -0.2% | +5.8% | -6.0% | -2.1% |
| 30D | +12.3% | +7.9% | +4.4% | +9.4% |
| 3M | -7.1% | -11.4% | +4.3% | -3.2% |
| 6M | -10.3% | -16.6% | +6.2% | -4.7% |
| YTD | -37.8% | -16.4% | -21.5% | -34.9% |
| 1Y | -35.6% | +8.6% | -44.2% | -38.7% |
| 3Y | -61.4% | -15.1% | -46.3% | -63.1% |
| 5Y | -76.2% | +22.9% | -99.0% | -81.1% |
| All | -12.3% | +874.1% | -886.4% | -60.8% |
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