-33.0%
NKE vs RACE
+649.8%
-682.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.1% |
| 30D | +7.6% | +6.1% | +1.5% | +5.2% |
| 3M | -6.9% | -0.3% | -6.6% | -6.8% |
| 6M | -8.5% | +23.4% | -31.9% | -16.1% |
| YTD | -38.8% | +12.5% | -51.3% | -42.3% |
| 1Y | -40.6% | -0.5% | -40.1% | -41.2% |
| 3Y | -60.9% | +23.6% | -84.5% | -66.0% |
| 5Y | -75.4% | +65.4% | -140.8% | -81.5% |
| 10Y | -13.5% | +715.5% | -728.9% | -55.3% |
| All | -33.0% | +649.8% | -682.7% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling