-74.7%
NKE vs DOV
+14.8%
-89.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -4.2% | -2.0% | -2.2% | -3.0% |
| 30D | -8.2% | -8.9% | +0.7% | -3.2% |
| 3M | -19.1% | -13.3% | -5.8% | -12.8% |
| 6M | -32.6% | -9.7% | -23.0% | -29.6% |
| YTD | -40.7% | -2.5% | -38.3% | -41.0% |
| 1Y | -48.9% | +7.2% | -56.1% | -52.3% |
| 3Y | -59.2% | +39.4% | -98.6% | -69.4% |
| All | -74.7% | +14.8% | -89.6% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 5y: compounded portfolio wealth divided by compounded DOV 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…
5y analysis · Full analysis span regression · 6 months rolling