+5,990.1%
NKE vs RGEN
+1,550.5%
+4,439.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.9% |
| 7D | -2.3% | -4.6% | +2.2% | -2.1% |
| 30D | -10.4% | +1.2% | -11.5% | -10.4% |
| 3M | -15.5% | +26.8% | -42.3% | -16.7% |
| 6M | -32.6% | +29.1% | -61.7% | -33.7% |
| YTD | -39.8% | +0.7% | -40.6% | -40.0% |
| 1Y | -47.6% | +39.1% | -86.6% | -48.7% |
| 3Y | -59.0% | +2.2% | -61.2% | -59.6% |
| 5Y | -74.9% | -44.0% | -31.0% | -74.8% |
| 10Y | -21.9% | +412.7% | -434.7% | -29.0% |
| All | +5,990.1% | +1,550.5% | +4,439.6% | +4,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling