-48.9%
NKE vs DOW
+28.8%
-77.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.6% |
| 7D | -4.2% | -1.4% | -2.8% | -4.1% |
| 30D | -8.2% | -3.9% | -4.3% | -8.0% |
| 3M | -19.1% | -12.7% | -6.4% | -18.1% |
| 6M | -32.6% | -13.7% | -18.9% | -33.1% |
| YTD | -40.7% | +28.4% | -69.1% | -48.1% |
| 1Y | -48.9% | +21.8% | -70.6% | -54.4% |
| All | -48.9% | +28.8% | -77.6% | -54.4% |
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