-24.0%
NKE vs RGEN
+415.7%
-439.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.2% | -1.4% | -2.7% | -3.9% |
| 30D | -8.2% | -0.3% | -7.9% | -8.3% |
| 3M | -19.1% | +23.9% | -43.0% | -23.2% |
| 6M | -32.6% | +38.5% | -71.2% | -37.9% |
| YTD | -40.7% | +0.8% | -41.5% | -41.6% |
| 1Y | -48.9% | +38.2% | -87.1% | -53.2% |
| 3Y | -59.2% | +1.3% | -60.5% | -61.9% |
| 5Y | -75.3% | -44.0% | -31.3% | -75.3% |
| All | -24.0% | +415.7% | -439.7% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling