+5,871.1%
NKE vs DINO
+19,903.2%
-14,032.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -5.5% | +1.5% | -7.0% | -5.8% |
| 30D | -10.4% | +25.9% | -36.3% | -13.7% |
| 3M | -15.8% | +53.2% | -69.0% | -21.7% |
| 6M | -33.4% | +105.5% | -138.9% | -41.2% |
| YTD | -41.0% | +139.2% | -180.2% | -49.4% |
| 1Y | -49.1% | +117.4% | -166.4% | -55.7% |
| 3Y | -59.8% | +99.3% | -159.1% | -65.1% |
| 5Y | -75.5% | +333.0% | -408.5% | -81.7% |
| 10Y | -23.5% | +486.9% | -510.3% | -49.2% |
| All | +5,871.1% | +19,903.2% | -14,032.1% | +2,304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling