-48.9%
NKE vs DG
+19.2%
-68.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -4.2% | -6.5% | +2.3% | -2.4% |
| 30D | -8.2% | +4.2% | -12.4% | -9.4% |
| 3M | -19.1% | +9.5% | -28.6% | -21.2% |
| 6M | -32.6% | -13.1% | -19.5% | -32.0% |
| YTD | -40.7% | -4.8% | -35.9% | -41.1% |
| 1Y | -48.9% | +20.6% | -69.5% | -51.6% |
| All | -48.9% | +19.2% | -68.0% | -51.6% |
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