+5,871.1%
NKE vs DTE
+3,444.9%
+2,426.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -5.5% | -2.0% | -3.6% | -4.8% |
| 30D | -10.4% | -2.4% | -8.0% | -9.7% |
| 3M | -15.8% | -7.3% | -8.5% | -13.5% |
| 6M | -33.4% | -7.6% | -25.8% | -31.8% |
| YTD | -41.0% | +5.8% | -46.8% | -42.7% |
| 1Y | -49.1% | +2.3% | -51.4% | -49.9% |
| 3Y | -59.8% | +45.0% | -104.8% | -65.9% |
| 5Y | -75.5% | +33.2% | -108.7% | -78.6% |
| 10Y | -23.5% | +141.4% | -164.9% | -48.2% |
| All | +5,871.1% | +3,444.9% | +2,426.2% | +1,432.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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