-24.0%
NKE vs DHR
+209.4%
-233.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | -3.6% | -0.5% | -2.5% |
| 30D | -8.2% | -2.7% | -5.4% | -7.1% |
| 3M | -19.1% | +10.9% | -30.0% | -23.8% |
| 6M | -32.6% | +3.0% | -35.7% | -34.5% |
| YTD | -40.7% | -12.2% | -28.5% | -37.7% |
| 1Y | -48.9% | +3.3% | -52.2% | -50.7% |
| 3Y | -59.2% | -8.2% | -51.0% | -59.9% |
| 5Y | -75.3% | -29.9% | -45.5% | -72.6% |
| All | -24.0% | +209.4% | -233.5% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling