-59.2%
NKE vs DLTR
+1.4%
-60.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.2% | -10.1% | +5.9% | -1.8% |
| 30D | -8.2% | -8.1% | -0.1% | -6.5% |
| 3M | -19.1% | +2.9% | -21.9% | -19.8% |
| 6M | -32.6% | +4.3% | -37.0% | -33.8% |
| YTD | -40.7% | -3.9% | -36.8% | -40.8% |
| 1Y | -48.9% | +18.9% | -67.8% | -51.3% |
| 3Y | -59.2% | +1.9% | -61.2% | -63.9% |
| All | -59.2% | +1.4% | -60.6% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 3y: compounded portfolio wealth divided by compounded DLTR 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…
3y analysis · Full analysis span regression · 6 months rolling