-74.7%
NKE vs DIA
+64.3%
-139.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.7% |
| 7D | -4.2% | -1.6% | -2.6% | -2.3% |
| 30D | -8.2% | -2.0% | -6.2% | -5.7% |
| 3M | -19.1% | +3.6% | -22.7% | -22.8% |
| 6M | -32.6% | +11.5% | -44.1% | -41.7% |
| YTD | -40.7% | +10.4% | -51.1% | -47.9% |
| 1Y | -48.9% | +15.6% | -64.4% | -57.7% |
| 3Y | -59.2% | +58.9% | -118.1% | -78.3% |
| All | -74.7% | +64.3% | -139.0% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling