-24.4%
NKE vs RACE
+832.2%
-856.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.5% | -2.6% |
| 7D | -5.5% | -2.2% | -3.3% | -4.6% |
| 30D | -10.4% | -0.4% | -10.0% | -10.3% |
| 3M | -15.8% | +17.9% | -33.7% | -21.8% |
| 6M | -33.4% | +19.3% | -52.7% | -38.8% |
| YTD | -41.0% | +11.9% | -52.9% | -44.6% |
| 1Y | -49.1% | -12.7% | -36.3% | -47.1% |
| 3Y | -59.8% | +41.1% | -100.9% | -68.0% |
| 5Y | -75.5% | +94.1% | -169.5% | -83.5% |
| All | -24.4% | +832.2% | -856.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RACE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling