+843.3%
NKE vs DKS
+6,026.4%
-5,183.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -2.3% | -2.9% | +0.6% | -1.5% |
| 30D | -10.4% | -37.7% | +27.3% | +1.4% |
| 3M | -15.5% | -38.9% | +23.5% | -4.0% |
| 6M | -32.6% | -31.1% | -1.5% | -26.4% |
| YTD | -39.8% | -31.8% | -8.0% | -34.1% |
| 1Y | -47.6% | -38.0% | -9.5% | -41.1% |
| 3Y | -59.0% | +28.6% | -87.6% | -64.1% |
| 5Y | -74.9% | +12.5% | -87.5% | -78.1% |
| 10Y | -21.9% | +198.3% | -220.3% | -54.9% |
| All | +843.3% | +6,026.4% | -5,183.1% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling