-52.6%
NKE vs DOW
-15.2%
-37.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -5.5% | -2.4% | -3.2% | -4.8% |
| 30D | -10.4% | -4.1% | -6.4% | -9.3% |
| 3M | -15.8% | -12.4% | -3.4% | -12.5% |
| 6M | -33.4% | -10.6% | -22.8% | -32.8% |
| YTD | -41.0% | +31.1% | -72.1% | -49.2% |
| 1Y | -49.1% | +30.5% | -79.6% | -56.4% |
| 3Y | -59.8% | -34.4% | -25.4% | -56.1% |
| 5Y | -75.5% | -35.5% | -40.0% | -73.2% |
| All | -52.6% | -15.2% | -37.4% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling