-60.6%
NKE vs RACE
+26.1%
-86.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.4% | -3.9% | -1.5% | -4.2% |
| 30D | +8.4% | +6.8% | +1.6% | +6.4% |
| 3M | -6.3% | +1.3% | -7.6% | -6.7% |
| 6M | -7.8% | +26.3% | -34.1% | -13.7% |
| YTD | -38.3% | +13.8% | -52.1% | -41.0% |
| 1Y | -37.3% | -0.5% | -36.9% | -37.9% |
| All | -60.6% | +26.1% | -86.7% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling