-74.7%
NKE vs DRI
+65.5%
-140.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | -4.2% | -3.2% | -0.9% | -2.6% |
| 30D | -8.2% | -7.8% | -0.4% | -4.6% |
| 3M | -19.1% | +0.4% | -19.4% | -19.6% |
| 6M | -32.6% | +4.8% | -37.4% | -34.6% |
| YTD | -40.7% | +16.7% | -57.4% | -45.8% |
| 1Y | -48.9% | +1.5% | -50.3% | -49.9% |
| 3Y | -59.2% | +56.3% | -115.5% | -69.0% |
| All | -74.7% | +65.5% | -140.2% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling