-31.7%
NKE vs DT
-5.1%
-26.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.3% |
| 7D | +9.0% | -25.5% | +34.5% | +11.0% |
| 30D | +19.2% | -22.3% | +41.5% | +21.0% |
| 3M | -1.5% | +2.3% | -3.8% | -1.9% |
| 6M | -4.2% | +20.7% | -24.9% | -5.5% |
| YTD | -34.8% | +7.9% | -42.7% | -36.5% |
| 1Y | -31.7% | -5.7% | -25.9% | -32.4% |
| All | -31.7% | -5.1% | -26.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling