-48.9%
NKE vs DFNS
-98.2%
+49.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | -4.2% | -6.3% | +2.2% | -4.1% |
| 30D | -8.2% | -74.0% | +65.8% | -6.6% |
| 3M | -19.1% | -70.1% | +51.1% | -16.5% |
| 6M | -32.6% | -93.9% | +61.3% | -23.5% |
| YTD | -40.7% | -98.1% | +57.4% | -28.7% |
| 1Y | -48.9% | -98.3% | +49.4% | -43.0% |
| All | -48.9% | -98.2% | +49.3% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling