+795.2%
NKE vs RBA
+4,075.0%
-3,279.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -1.6% | +1.7% | -3.3% | -1.9% |
| 30D | +7.6% | +8.3% | -0.7% | +5.6% |
| 3M | -6.9% | +10.5% | -17.4% | -9.1% |
| 6M | -8.5% | -5.9% | -2.6% | -7.9% |
| YTD | -38.8% | -6.9% | -31.9% | -38.5% |
| 1Y | -40.6% | -4.9% | -35.7% | -40.6% |
| 3Y | -60.9% | +64.5% | -125.4% | -65.9% |
| 5Y | -75.4% | +46.1% | -121.5% | -78.3% |
| 10Y | -13.5% | +208.2% | -221.7% | -36.8% |
| All | +795.2% | +4,075.0% | -3,279.8% | +362.6% |
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