-59.2%
NKE vs DT
+7.2%
-66.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -4.2% | -1.6% | -2.6% | -3.9% |
| 30D | -8.2% | +3.0% | -11.2% | -8.8% |
| 3M | -19.1% | +26.5% | -45.6% | -22.6% |
| 6M | -32.6% | +35.9% | -68.6% | -37.0% |
| YTD | -40.7% | +17.8% | -58.5% | -42.9% |
| 1Y | -48.9% | +4.1% | -52.9% | -49.3% |
| 3Y | -59.2% | +5.3% | -64.5% | -61.7% |
| All | -59.2% | +7.2% | -66.5% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling