+920.3%
NKE vs DIA
+1,130.8%
-210.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | +0.3% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -7.7% | -2.1% | -5.6% | -5.8% |
| 3M | -10.9% | +4.2% | -15.1% | -14.2% |
| 6M | -31.9% | +11.9% | -43.7% | -38.6% |
| YTD | -38.6% | +10.8% | -49.4% | -44.2% |
| 1Y | -46.9% | +17.5% | -64.4% | -54.2% |
| 3Y | -58.2% | +59.9% | -118.1% | -72.6% |
| 5Y | -74.0% | +64.1% | -138.2% | -83.0% |
| 10Y | -21.6% | +246.2% | -267.8% | -72.9% |
| All | +920.3% | +1,130.8% | -210.5% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling