-74.9%
NKE vs RBA
+39.8%
-114.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -2.3% | -1.9% | -0.4% | -1.8% |
| 30D | -10.4% | -13.0% | +2.6% | -7.0% |
| 3M | -15.5% | -23.1% | +7.6% | -10.1% |
| 6M | -32.6% | -22.6% | -10.0% | -28.7% |
| YTD | -39.8% | -20.4% | -19.4% | -37.0% |
| 1Y | -47.6% | -29.6% | -18.0% | -43.2% |
| 3Y | -59.0% | +26.6% | -85.6% | -63.4% |
| 5Y | -74.9% | +38.2% | -113.1% | -79.0% |
| All | -74.9% | +39.8% | -114.7% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling