-74.7%
NKE vs RGEN
-44.2%
-30.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.4% |
| 6M | -32.6% | +38.5% | -71.2% | -38.1% |
| YTD | -40.7% | +0.8% | -41.5% | -41.7% |
| 1Y | -48.9% | +38.2% | -87.1% | -53.3% |
| 3Y | -59.2% | +1.3% | -60.5% | -62.0% |
| All | -74.7% | -44.2% | -30.5% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling