-59.4%
NKE vs DIA
+57.1%
-116.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.3% |
| 7D | -5.5% | -3.0% | -2.5% | -2.3% |
| 30D | -10.4% | -3.0% | -7.4% | -7.4% |
| 3M | -15.8% | +4.5% | -20.3% | -19.9% |
| 6M | -33.4% | +9.8% | -43.2% | -40.2% |
| YTD | -41.0% | +9.3% | -50.3% | -46.7% |
| 1Y | -49.1% | +16.0% | -65.0% | -57.0% |
| All | -59.4% | +57.1% | -116.5% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling