+5,990.1%
NKE vs DOV
+5,930.9%
+59.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.2% |
| 7D | -2.3% | +1.3% | -3.7% | -2.9% |
| 30D | -10.4% | -8.6% | -1.7% | -6.9% |
| 3M | -15.5% | -13.1% | -2.3% | -10.7% |
| 6M | -32.6% | -8.8% | -23.8% | -30.5% |
| YTD | -39.8% | -1.2% | -38.6% | -40.0% |
| 1Y | -47.6% | +10.7% | -58.3% | -50.4% |
| 3Y | -59.0% | +39.3% | -98.3% | -65.2% |
| 5Y | -74.9% | +16.4% | -91.4% | -77.0% |
| 10Y | -21.9% | +302.5% | -324.4% | -57.2% |
| All | +5,990.1% | +5,930.9% | +59.2% | +1,083.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling