-74.1%
NKE vs RACE
+93.6%
-167.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.1% |
| 7D | -2.0% | -2.5% | +0.5% | -0.9% |
| 30D | -8.6% | +0.8% | -9.4% | -8.9% |
| 3M | -11.0% | +17.2% | -28.2% | -17.1% |
| 6M | -33.2% | +13.6% | -46.8% | -37.3% |
| YTD | -38.1% | +12.2% | -50.3% | -42.0% |
| 1Y | -47.4% | -16.3% | -31.1% | -44.0% |
| 3Y | -59.8% | +36.4% | -96.2% | -69.3% |
| All | -74.1% | +93.6% | -167.7% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling