+789.8%
NKE vs RBA
+4,035.9%
-3,246.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -4.6% | -0.5% | -4.0% | -4.4% |
| 30D | +6.9% | +6.8% | 0.0% | +5.2% |
| 3M | -5.8% | +9.5% | -15.3% | -7.9% |
| 6M | -9.1% | -8.2% | -0.9% | -8.0% |
| YTD | -39.2% | -7.7% | -31.4% | -38.7% |
| 1Y | -39.2% | -6.9% | -32.3% | -38.9% |
| 3Y | -61.8% | +61.6% | -123.5% | -66.6% |
| 5Y | -75.5% | +44.7% | -120.2% | -78.4% |
| 10Y | -14.0% | +205.3% | -219.3% | -37.1% |
| All | +789.8% | +4,035.9% | -3,246.1% | +360.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling