-59.4%
NKE vs RGEN
+1.9%
-61.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | -2.9% | -2.6% | -5.0% |
| 30D | -10.4% | -0.1% | -10.4% | -10.6% |
| 3M | -15.8% | +25.9% | -41.8% | -19.8% |
| 6M | -33.4% | +35.2% | -68.6% | -37.7% |
| YTD | -41.0% | +0.5% | -41.5% | -41.9% |
| 1Y | -49.1% | +37.0% | -86.0% | -52.7% |
| All | -59.4% | +1.9% | -61.3% | -61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling