-24.4%
NKE vs RCL
+344.1%
-368.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -5.5% | -2.5% | -3.1% | -5.0% |
| 30D | -10.4% | -15.7% | +5.2% | -6.9% |
| 3M | -15.8% | -3.6% | -12.2% | -15.3% |
| 6M | -33.4% | -8.7% | -24.8% | -32.6% |
| YTD | -41.0% | -6.2% | -34.8% | -41.1% |
| 1Y | -49.1% | -22.9% | -26.2% | -47.0% |
| 3Y | -59.8% | +173.6% | -233.4% | -69.1% |
| 5Y | -75.5% | +226.6% | -302.0% | -82.8% |
| All | -24.4% | +344.1% | -368.5% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling