-75.5%
NKE vs RCL
+223.1%
-298.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -5.5% | -2.5% | -3.1% | -4.9% |
| 30D | -10.4% | -15.7% | +5.2% | -5.9% |
| 3M | -15.8% | -3.6% | -12.2% | -15.3% |
| 6M | -33.4% | -8.7% | -24.8% | -32.5% |
| YTD | -41.0% | -6.2% | -34.8% | -41.3% |
| 1Y | -49.1% | -22.9% | -26.2% | -46.5% |
| 3Y | -59.8% | +173.6% | -233.4% | -72.0% |
| 5Y | -75.5% | +226.6% | -302.0% | -84.9% |
| All | -75.5% | +223.1% | -298.5% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling