+2,350.3%
NKE vs RCL
+5,601.3%
-3,251.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | +7.6% | +17.8% | -10.2% | +3.8% |
| 3M | -6.9% | +4.9% | -11.8% | -8.1% |
| 6M | -8.5% | +23.7% | -32.2% | -13.2% |
| YTD | -38.8% | +17.8% | -56.6% | -42.0% |
| 1Y | -40.6% | +28.9% | -69.5% | -44.9% |
| 3Y | -60.9% | +241.9% | -302.8% | -71.2% |
| 5Y | -75.4% | +295.4% | -370.8% | -83.2% |
| 10Y | -13.5% | +344.1% | -357.6% | -50.1% |
| All | +2,350.3% | +5,601.3% | -3,251.0% | +618.8% |
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