+200.3%
NKE vs DG
+577.8%
-377.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.2% |
| 7D | -0.1% | -2.5% | +2.4% | +0.5% |
| 30D | -7.7% | +1.0% | -8.7% | -8.0% |
| 3M | -10.9% | +20.3% | -31.2% | -15.0% |
| 6M | -31.9% | -11.7% | -20.1% | -30.1% |
| YTD | -38.6% | -2.3% | -36.3% | -38.7% |
| 1Y | -46.9% | +20.0% | -66.9% | -49.8% |
| 3Y | -58.2% | +7.2% | -65.4% | -61.4% |
| 5Y | -74.0% | -37.9% | -36.1% | -72.1% |
| 10Y | -21.6% | +107.3% | -128.9% | -40.4% |
| All | +200.3% | +577.8% | -377.5% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling