-74.9%
NKE vs RCAT
+184.3%
-259.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.8% |
| 7D | -2.3% | -2.3% | 0.0% | -2.3% |
| 30D | -10.4% | -18.7% | +8.3% | -10.0% |
| 3M | -15.5% | -29.3% | +13.8% | -14.9% |
| 6M | -32.6% | -42.3% | +9.7% | -32.2% |
| YTD | -39.8% | +2.5% | -42.3% | -40.2% |
| 1Y | -47.6% | -5.7% | -41.9% | -48.0% |
| 3Y | -59.0% | +764.9% | -823.9% | -61.8% |
| 5Y | -74.9% | +182.3% | -257.2% | -76.4% |
| All | -74.9% | +184.3% | -259.2% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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