-31.7%
NKE vs DHR
+11.6%
-43.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.6% |
| 7D | +9.0% | +0.4% | +8.6% | +8.9% |
| 30D | +19.2% | +6.2% | +13.0% | +17.1% |
| 3M | -1.5% | +20.8% | -22.3% | -7.1% |
| 6M | -4.2% | +35.5% | -39.7% | -14.1% |
| YTD | -34.8% | +3.2% | -38.0% | -34.6% |
| 1Y | -31.7% | +10.7% | -42.4% | -34.6% |
| All | -31.7% | +11.6% | -43.3% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 1y: compounded portfolio wealth divided by compounded DHR 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…
1y analysis · Full analysis span regression · 6 months rolling