-24.4%
NKE vs RBA
+195.3%
-219.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -5.5% | -3.3% | -2.3% | -4.6% |
| 30D | -10.4% | -9.8% | -0.6% | -7.6% |
| 3M | -15.8% | -23.5% | +7.6% | -9.5% |
| 6M | -33.4% | -21.5% | -11.9% | -29.2% |
| YTD | -41.0% | -21.2% | -19.8% | -37.6% |
| 1Y | -49.1% | -30.2% | -18.9% | -44.1% |
| 3Y | -59.8% | +25.3% | -85.1% | -64.2% |
| 5Y | -75.5% | +35.1% | -110.6% | -79.2% |
| All | -24.4% | +195.3% | -219.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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