+2,080.8%
NKE vs DRI
+8,063.5%
-5,982.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.6% | +1.1% | -2.6% | -1.8% |
| 30D | +7.6% | +9.7% | -2.1% | +4.8% |
| 3M | -6.9% | +3.2% | -10.1% | -7.8% |
| 6M | -8.5% | +20.6% | -29.1% | -13.7% |
| YTD | -38.8% | +28.3% | -67.0% | -43.4% |
| 1Y | -40.6% | +34.5% | -75.1% | -45.8% |
| 3Y | -60.9% | +66.5% | -127.4% | -66.9% |
| 5Y | -75.4% | +79.6% | -155.0% | -79.6% |
| 10Y | -13.5% | +333.8% | -347.2% | -48.6% |
| All | +2,080.8% | +8,063.5% | -5,982.7% | +565.7% |
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