+2,104.3%
NKE vs DRI
+7,577.6%
-5,473.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -8.6% | +3.8% | -12.4% | -9.7% |
| 3M | -11.0% | +13.0% | -24.0% | -14.4% |
| 6M | -33.2% | +8.3% | -41.5% | -35.0% |
| YTD | -38.1% | +20.6% | -58.8% | -41.7% |
| 1Y | -47.4% | +6.5% | -53.8% | -48.6% |
| 3Y | -59.8% | +53.7% | -113.5% | -65.1% |
| 5Y | -74.2% | +72.7% | -146.9% | -78.4% |
| 10Y | -23.5% | +363.2% | -386.6% | -55.3% |
| All | +2,104.3% | +7,577.6% | -5,473.4% | +585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling