+2,357.4%
NKE vs RCL
+4,537.3%
-2,179.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -7.7% | -17.3% | +9.7% | -3.8% |
| 3M | -10.9% | -2.8% | -8.2% | -10.6% |
| 6M | -31.9% | -4.4% | -27.5% | -31.8% |
| YTD | -38.6% | -4.2% | -34.4% | -39.0% |
| 1Y | -46.9% | -23.4% | -23.6% | -44.8% |
| 3Y | -58.2% | +179.4% | -237.6% | -67.8% |
| 5Y | -74.0% | +238.8% | -312.8% | -81.6% |
| 10Y | -21.6% | +350.2% | -371.7% | -54.8% |
| All | +2,357.4% | +4,537.3% | -2,179.9% | +656.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling