-74.7%
NKE vs DVA
+46.8%
-121.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -1.3% | -2.8% | -4.0% |
| 30D | -8.2% | 0.0% | -8.2% | -8.2% |
| 3M | -19.1% | -10.9% | -8.2% | -18.0% |
| 6M | -32.6% | +17.3% | -49.9% | -35.1% |
| YTD | -40.7% | +59.8% | -100.5% | -46.3% |
| 1Y | -48.9% | +36.3% | -85.1% | -52.2% |
| 3Y | -59.2% | +88.6% | -147.8% | -64.2% |
| All | -74.7% | +46.8% | -121.5% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling