-74.7%
NKE vs DG
-37.9%
-36.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -4.2% | -6.5% | +2.3% | -3.0% |
| 30D | -8.2% | +4.2% | -12.4% | -8.9% |
| 3M | -19.1% | +9.5% | -28.6% | -20.5% |
| 6M | -32.6% | -13.1% | -19.5% | -31.4% |
| YTD | -40.7% | -4.8% | -35.9% | -40.6% |
| 1Y | -48.9% | +20.6% | -69.5% | -50.8% |
| 3Y | -59.2% | +4.9% | -64.2% | -61.6% |
| All | -74.7% | -37.9% | -36.8% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling