-31.7%
NKE vs RCL
+27.6%
-59.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | +4.0% |
| 7D | +9.0% | +11.7% | -2.7% | +6.9% |
| 30D | +19.2% | +21.1% | -1.9% | +15.3% |
| 3M | -1.5% | +2.9% | -4.4% | -1.9% |
| 6M | -4.2% | +29.8% | -34.0% | -8.8% |
| YTD | -34.8% | +21.4% | -56.2% | -37.5% |
| 1Y | -31.7% | +32.0% | -63.7% | -37.4% |
| All | -31.7% | +27.6% | -59.3% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling