+2,149.2%
NKE vs DLTR
+10,500.9%
-8,351.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -5.5% | -9.4% | +3.9% | -3.7% |
| 30D | -10.4% | -7.3% | -3.1% | -9.1% |
| 3M | -15.8% | +7.6% | -23.4% | -17.2% |
| 6M | -33.4% | +1.6% | -35.0% | -34.1% |
| YTD | -41.0% | -3.5% | -37.5% | -41.1% |
| 1Y | -49.1% | +20.0% | -69.1% | -51.4% |
| 3Y | -59.8% | +2.3% | -62.1% | -61.5% |
| 5Y | -75.5% | +31.5% | -107.0% | -78.1% |
| 10Y | -23.5% | +45.4% | -68.8% | -35.3% |
| All | +2,149.2% | +10,500.9% | -8,351.7% | +826.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling