-47.4%
NKE vs DOW
+30.0%
-77.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.7% |
| 7D | -2.0% | -2.4% | +0.4% | -1.8% |
| 30D | -8.6% | +0.4% | -9.0% | -8.7% |
| 3M | -11.0% | -14.4% | +3.4% | -9.8% |
| 6M | -33.2% | -7.0% | -26.3% | -34.8% |
| YTD | -38.1% | +30.2% | -68.3% | -45.4% |
| 1Y | -47.4% | +29.2% | -76.6% | -54.1% |
| All | -47.4% | +30.0% | -77.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling