+3,471.8%
NKE vs DECK
+7,820.9%
-4,349.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.1% |
| 7D | -2.0% | -2.2% | +0.2% | -1.7% |
| 30D | -8.6% | -13.6% | +5.0% | -7.0% |
| 3M | -11.0% | -21.2% | +10.2% | -8.5% |
| 6M | -33.2% | -21.1% | -12.1% | -31.4% |
| YTD | -38.1% | -17.2% | -20.9% | -37.0% |
| 1Y | -47.4% | -30.7% | -16.6% | -45.4% |
| 3Y | -59.8% | -3.4% | -56.4% | -60.4% |
| 5Y | -74.2% | +25.5% | -99.8% | -75.4% |
| 10Y | -23.5% | +714.7% | -738.1% | -39.0% |
| All | +3,471.8% | +7,820.9% | -4,349.1% | +2,356.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling