-48.9%
NKE vs DT
+6.2%
-55.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -4.2% | -1.6% | -2.6% | -4.0% |
| 30D | -8.2% | +3.0% | -11.2% | -8.5% |
| 3M | -19.1% | +26.5% | -45.6% | -20.4% |
| 6M | -32.6% | +35.9% | -68.6% | -34.6% |
| YTD | -40.7% | +17.8% | -58.5% | -41.9% |
| 1Y | -48.9% | +4.1% | -52.9% | -49.2% |
| All | -48.9% | +6.2% | -55.1% | -49.2% |
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