-48.9%
NKE vs RDDT
-39.5%
-9.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -4.2% | +2.1% | -6.3% | -4.3% |
| 30D | -8.2% | +2.8% | -11.0% | -8.4% |
| 3M | -19.1% | -8.9% | -10.1% | -19.2% |
| 6M | -32.6% | +15.1% | -47.7% | -33.4% |
| YTD | -40.7% | -31.4% | -9.3% | -41.5% |
| 1Y | -48.9% | -39.4% | -9.4% | -53.0% |
| All | -48.9% | -39.5% | -9.4% | -53.0% |
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