-22.9%
NKE vs RACE
+817.8%
-840.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -2.3% | -2.6% | +0.3% | -1.2% |
| 30D | -10.4% | -1.1% | -9.3% | -10.0% |
| 3M | -15.5% | +12.5% | -28.0% | -19.9% |
| 6M | -32.6% | +17.4% | -50.1% | -37.7% |
| YTD | -39.8% | +10.1% | -49.9% | -43.1% |
| 1Y | -47.6% | -15.1% | -32.4% | -44.9% |
| 3Y | -59.0% | +38.9% | -97.9% | -67.2% |
| 5Y | -74.9% | +90.7% | -165.6% | -83.1% |
| All | -22.9% | +817.8% | -840.7% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling