-31.7%
NKE vs DG
+45.3%
-77.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.5% | -3.3% | +2.5% |
| 7D | +9.0% | +12.3% | -3.3% | +5.0% |
| 30D | +19.2% | +19.3% | -0.1% | +12.8% |
| 3M | -1.5% | +11.9% | -13.3% | -5.2% |
| 6M | -4.2% | +25.0% | -29.2% | -11.0% |
| YTD | -34.8% | +8.7% | -43.5% | -37.8% |
| 1Y | -31.7% | +44.7% | -76.4% | -37.4% |
| All | -31.7% | +45.3% | -77.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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