+5,871.1%
NKE vs DHR
+54,775.9%
-48,904.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.2% |
| 7D | -5.5% | -5.0% | -0.6% | -3.8% |
| 30D | -10.4% | -3.3% | -7.1% | -9.4% |
| 3M | -15.8% | +9.4% | -25.2% | -19.0% |
| 6M | -33.4% | +3.2% | -36.6% | -34.7% |
| YTD | -41.0% | -12.0% | -29.0% | -38.9% |
| 1Y | -49.1% | +4.9% | -53.9% | -50.5% |
| 3Y | -59.8% | -7.4% | -52.4% | -60.0% |
| 5Y | -75.5% | -29.8% | -45.7% | -73.4% |
| 10Y | -23.5% | +209.1% | -232.5% | -49.2% |
| All | +5,871.1% | +54,775.9% | -48,904.8% | +717.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling