-50.5%
NKE vs DT
+100.3%
-150.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.2% | -1.6% | -2.6% | -3.8% |
| 30D | -8.2% | +3.0% | -11.2% | -9.0% |
| 3M | -19.1% | +26.5% | -45.6% | -24.0% |
| 6M | -32.6% | +35.9% | -68.6% | -38.5% |
| YTD | -40.7% | +17.8% | -58.5% | -44.2% |
| 1Y | -48.9% | +4.1% | -52.9% | -50.4% |
| 3Y | -59.2% | +5.3% | -64.5% | -61.4% |
| 5Y | -75.3% | -27.2% | -48.2% | -75.7% |
| All | -50.5% | +100.3% | -150.8% | -64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling