-47.4%
NKE vs DIA
+19.6%
-66.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.4% |
| 7D | -2.0% | -0.2% | -1.8% | -1.8% |
| 30D | -8.6% | -1.5% | -7.1% | -7.2% |
| 3M | -11.0% | +3.8% | -14.8% | -14.4% |
| 6M | -33.2% | +10.3% | -43.5% | -39.6% |
| YTD | -38.1% | +12.1% | -50.2% | -44.9% |
| 1Y | -47.4% | +18.6% | -66.0% | -56.6% |
| All | -47.4% | +19.6% | -66.9% | -56.6% |
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