-59.4%
NKE vs DG
+3.3%
-62.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -5.5% | -6.3% | +0.8% | -4.8% |
| 30D | -10.4% | +2.4% | -12.9% | -10.7% |
| 3M | -15.8% | +12.4% | -28.2% | -16.9% |
| 6M | -33.4% | -14.9% | -18.5% | -32.9% |
| YTD | -41.0% | -6.1% | -34.9% | -41.0% |
| 1Y | -49.1% | +17.9% | -66.9% | -49.8% |
| All | -59.4% | +3.3% | -62.7% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling