-31.7%
NKE vs DIA
+15.0%
-46.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +2.1% |
| 7D | +9.0% | +1.6% | +7.4% | +7.3% |
| 30D | +19.2% | +4.1% | +15.1% | +14.7% |
| 3M | -1.5% | -1.0% | -0.4% | -0.6% |
| 6M | -4.2% | +9.7% | -13.8% | -13.0% |
| YTD | -34.8% | +12.2% | -46.9% | -41.4% |
| 1Y | -31.7% | +14.9% | -46.6% | -40.0% |
| All | -31.7% | +15.0% | -46.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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