-24.0%
NKE vs DKS
+206.3%
-230.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.2% |
| 7D | -4.2% | -2.0% | -2.1% | -3.6% |
| 30D | -8.2% | -32.7% | +24.5% | +1.4% |
| 3M | -19.1% | -38.8% | +19.7% | -8.2% |
| 6M | -32.6% | -29.4% | -3.2% | -27.0% |
| YTD | -40.7% | -30.3% | -10.4% | -35.6% |
| 1Y | -48.9% | -39.6% | -9.3% | -42.1% |
| 3Y | -59.2% | +32.2% | -91.4% | -64.4% |
| 5Y | -75.3% | +15.1% | -90.5% | -78.6% |
| All | -24.0% | +206.3% | -230.4% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling