-31.7%
NKE vs DVA
+62.2%
-93.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.8% | -0.5% | +4.7% |
| 7D | +9.0% | +4.7% | +4.2% | +8.5% |
| 30D | +19.2% | +7.8% | +11.4% | +18.4% |
| 3M | -1.5% | -15.5% | +14.0% | -0.8% |
| 6M | -4.2% | +25.0% | -29.2% | -6.6% |
| YTD | -34.8% | +69.6% | -104.3% | -36.3% |
| 1Y | -31.7% | +60.6% | -92.3% | -31.2% |
| All | -31.7% | +62.2% | -93.9% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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