-32.4%
NKE vs RACE
+658.2%
-690.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.4% | -3.9% | -1.5% | -3.9% |
| 30D | +8.4% | +6.8% | +1.6% | +5.7% |
| 3M | -6.3% | +1.3% | -7.6% | -6.8% |
| 6M | -7.8% | +26.3% | -34.1% | -16.2% |
| YTD | -38.3% | +13.8% | -52.1% | -42.0% |
| 1Y | -37.3% | -0.5% | -36.9% | -38.0% |
| 3Y | -61.3% | +25.6% | -86.9% | -66.5% |
| 5Y | -74.8% | +67.6% | -142.5% | -81.2% |
| 10Y | -12.7% | +724.7% | -737.4% | -55.1% |
| All | -32.4% | +658.2% | -690.6% | -66.5% |
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