-75.4%
NKE vs DECK
+23.3%
-98.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -0.2% | +5.8% | -6.0% | -2.2% |
| 30D | +12.3% | +7.9% | +4.4% | +9.3% |
| 3M | -7.1% | -11.4% | +4.3% | -3.1% |
| 6M | -10.3% | -16.6% | +6.2% | -4.7% |
| YTD | -37.8% | -16.4% | -21.5% | -34.8% |
| 1Y | -35.6% | +8.6% | -44.2% | -38.8% |
| 3Y | -61.4% | -15.1% | -46.3% | -64.7% |
| All | -75.4% | +23.3% | -98.7% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling