+3,579.7%
NKE vs DECK
+7,999.1%
-4,419.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | +3.0% | +6.0% | -3.1% | +2.3% |
| 30D | +14.3% | +7.4% | +6.9% | +13.3% |
| 3M | -5.8% | -11.7% | +5.8% | -4.4% |
| 6M | -6.3% | -11.0% | +4.6% | -5.0% |
| YTD | -36.3% | -15.4% | -20.9% | -35.2% |
| 1Y | -34.2% | +7.2% | -41.5% | -35.0% |
| 3Y | -60.4% | -11.8% | -48.5% | -60.5% |
| 5Y | -75.6% | +24.3% | -99.9% | -76.7% |
| 10Y | -8.4% | +907.5% | -916.0% | -28.3% |
| All | +3,579.7% | +7,999.1% | -4,419.4% | +2,424.2% |
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