-74.7%
NKE vs DGX
+66.8%
-141.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -4.2% | -0.9% | -3.3% | -3.9% |
| 30D | -8.2% | -1.2% | -7.0% | -7.9% |
| 3M | -19.1% | +15.8% | -34.9% | -22.4% |
| 6M | -32.6% | +18.2% | -50.8% | -35.8% |
| YTD | -40.7% | +37.2% | -77.9% | -46.1% |
| 1Y | -48.9% | +30.4% | -79.2% | -53.0% |
| 3Y | -59.2% | +96.7% | -155.9% | -68.3% |
| All | -74.7% | +66.8% | -141.5% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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