+404.2%
NKE vs DLR
+3,617.4%
-3,213.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.1% | +3.4% | -3.5% | -1.1% |
| 30D | -7.7% | -2.2% | -5.4% | -7.2% |
| 3M | -10.9% | +4.7% | -15.7% | -12.9% |
| 6M | -31.9% | +9.0% | -40.9% | -34.3% |
| YTD | -38.6% | +24.1% | -62.8% | -43.4% |
| 1Y | -46.9% | +20.9% | -67.9% | -50.9% |
| 3Y | -58.2% | +60.0% | -118.2% | -65.5% |
| 5Y | -74.0% | +35.3% | -109.3% | -77.8% |
| 10Y | -21.6% | +165.8% | -187.3% | -48.1% |
| All | +404.2% | +3,617.4% | -3,213.3% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling