-19.1%
NKE vs DHI
-6.0%
-13.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -4.2% | -3.4% | -0.8% | -3.4% |
| 30D | -8.2% | -5.4% | -2.8% | -7.0% |
| 3M | -19.1% | -10.4% | -8.6% | -17.8% |
| All | -19.1% | -6.0% | -13.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 3mo: compounded portfolio wealth divided by compounded DHI 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…
3mo analysis · Full analysis span regression · Available span rolling