-74.7%
NKE vs DINO
+326.7%
-401.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | +2.3% | -6.5% | -4.5% |
| 30D | -8.2% | +22.6% | -30.8% | -10.9% |
| 3M | -19.1% | +55.2% | -74.3% | -24.3% |
| 6M | -32.6% | +93.8% | -126.4% | -39.5% |
| YTD | -40.7% | +139.5% | -180.2% | -48.9% |
| 1Y | -48.9% | +115.3% | -164.2% | -55.2% |
| 3Y | -59.2% | +98.8% | -158.0% | -65.7% |
| All | -74.7% | +326.7% | -401.4% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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