-34.2%
NKE vs RDDT
-50.0%
+15.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.9% | +5.6% | -1.8% |
| 7D | +3.0% | -27.6% | +30.6% | +4.7% |
| 30D | +14.3% | -37.0% | +51.3% | +17.4% |
| 3M | -5.8% | -39.6% | +33.8% | -3.1% |
| 6M | -6.3% | -45.3% | +39.0% | -3.7% |
| YTD | -36.3% | -59.2% | +22.9% | -34.9% |
| 1Y | -34.2% | -52.2% | +18.0% | -33.1% |
| All | -34.2% | -50.0% | +15.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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