-58.3%
NKE vs RBRK
+124.5%
-182.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | -4.2% | -7.5% | +3.3% | -3.7% |
| 30D | -8.2% | -10.4% | +2.2% | -7.8% |
| 3M | -19.1% | +21.3% | -40.4% | -20.5% |
| 6M | -32.6% | +50.6% | -83.3% | -35.1% |
| YTD | -40.7% | +13.3% | -54.0% | -42.1% |
| 1Y | -48.9% | +11.2% | -60.1% | -50.1% |
| All | -58.3% | +124.5% | -182.8% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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