-74.7%
NKE vs DKS
+13.6%
-88.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | -4.2% | -3.0% | -1.2% | -3.2% |
| 30D | -8.2% | -33.4% | +25.2% | +3.5% |
| 3M | -19.1% | -39.4% | +20.3% | -5.7% |
| 6M | -32.6% | -30.1% | -2.5% | -25.9% |
| YTD | -40.7% | -31.0% | -9.8% | -34.5% |
| 1Y | -48.9% | -40.2% | -8.7% | -40.7% |
| 3Y | -59.2% | +30.9% | -90.2% | -66.1% |
| All | -74.7% | +13.6% | -88.4% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling