+2,837.9%
NKE vs DHI
+12,501.5%
-9,663.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -4.2% | -3.4% | -0.8% | -3.5% |
| 30D | -8.2% | -5.4% | -2.8% | -7.2% |
| 3M | -19.1% | -10.4% | -8.6% | -17.5% |
| 6M | -32.6% | -2.8% | -29.9% | -32.5% |
| YTD | -40.7% | -3.4% | -37.3% | -40.6% |
| 1Y | -48.9% | -22.9% | -26.0% | -46.5% |
| 3Y | -59.2% | +20.7% | -79.9% | -61.4% |
| 5Y | -75.3% | +62.1% | -137.5% | -78.1% |
| 10Y | -23.1% | +410.4% | -433.5% | -45.4% |
| All | +2,837.9% | +12,501.5% | -9,663.6% | +1,303.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling