-24.0%
NKE vs DLR
+177.5%
-201.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | -4.3% | -3.9% | -7.1% |
| 3M | -19.1% | +3.8% | -22.9% | -20.6% |
| 6M | -32.6% | +5.8% | -38.5% | -34.4% |
| YTD | -40.7% | +23.5% | -64.3% | -45.3% |
| 1Y | -48.9% | +11.1% | -59.9% | -51.3% |
| 3Y | -59.2% | +57.9% | -117.1% | -66.5% |
| 5Y | -75.3% | +44.0% | -119.3% | -79.5% |
| All | -24.0% | +177.5% | -201.5% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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