-75.6%
NKE vs DECK
+25.8%
-101.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | +3.0% | +6.0% | -3.1% | +0.8% |
| 30D | +14.3% | +7.4% | +6.9% | +11.4% |
| 3M | -5.8% | -11.7% | +5.8% | -1.7% |
| 6M | -6.3% | -11.0% | +4.6% | -2.7% |
| YTD | -36.3% | -15.4% | -20.9% | -33.5% |
| 1Y | -34.2% | +7.2% | -41.5% | -37.2% |
| 3Y | -60.4% | -11.8% | -48.5% | -64.4% |
| 5Y | -75.6% | +24.3% | -99.9% | -83.5% |
| All | -75.6% | +25.8% | -101.4% | -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