-49.7%
NKE vs DT
+98.4%
-148.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -10.4% | +0.1% | -10.4% | -10.5% |
| 3M | -15.5% | +24.1% | -39.6% | -20.2% |
| 6M | -32.6% | +30.1% | -62.7% | -37.8% |
| YTD | -39.8% | +16.8% | -56.6% | -43.2% |
| 1Y | -47.6% | -0.1% | -47.5% | -48.6% |
| 3Y | -59.0% | +6.8% | -65.8% | -61.3% |
| 5Y | -74.9% | -28.4% | -46.6% | -75.2% |
| All | -49.7% | +98.4% | -148.2% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling