-24.0%
NKE vs DIA
+253.8%
-277.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.5% |
| 7D | -4.2% | -1.6% | -2.6% | -2.6% |
| 30D | -8.2% | -2.0% | -6.2% | -6.1% |
| 3M | -19.1% | +3.6% | -22.7% | -22.2% |
| 6M | -32.6% | +11.5% | -44.1% | -40.2% |
| YTD | -40.7% | +10.4% | -51.1% | -46.7% |
| 1Y | -48.9% | +15.6% | -64.4% | -56.2% |
| 3Y | -59.2% | +58.9% | -118.1% | -75.0% |
| 5Y | -75.3% | +65.3% | -140.7% | -85.2% |
| All | -24.0% | +253.8% | -277.8% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling