-58.6%
NKE vs DRI
+54.2%
-112.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.4% |
| 7D | -2.3% | -4.8% | +2.5% | -0.5% |
| 30D | -10.4% | -3.9% | -6.4% | -9.2% |
| 3M | -15.5% | +5.1% | -20.5% | -17.3% |
| 6M | -32.6% | +5.5% | -38.1% | -34.3% |
| YTD | -39.8% | +16.5% | -56.3% | -43.6% |
| 1Y | -47.6% | +2.0% | -49.6% | -48.7% |
| All | -58.6% | +54.2% | -112.8% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling