-59.2%
NKE vs DHR
-7.0%
-52.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | -3.6% | -0.5% | -3.0% |
| 30D | -8.2% | -2.7% | -5.4% | -7.4% |
| 3M | -19.1% | +10.9% | -30.0% | -22.3% |
| 6M | -32.6% | +3.0% | -35.7% | -33.8% |
| YTD | -40.7% | -12.2% | -28.5% | -38.5% |
| 1Y | -48.9% | +3.3% | -52.2% | -49.9% |
| 3Y | -59.2% | -8.2% | -51.0% | -61.0% |
| All | -59.2% | -7.0% | -52.2% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling