-59.2%
NKE vs RDW
+241.5%
-300.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | -4.2% | +0.9% | -5.0% | -4.2% |
| 30D | -8.2% | -21.3% | +13.1% | -7.4% |
| 3M | -19.1% | -37.9% | +18.8% | -17.8% |
| 6M | -32.6% | +12.3% | -44.9% | -33.8% |
| YTD | -40.7% | +39.7% | -80.4% | -42.9% |
| 1Y | -48.9% | +25.7% | -74.5% | -50.8% |
| 3Y | -59.2% | +230.8% | -290.1% | -64.3% |
| All | -59.2% | +241.5% | -300.7% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling