-59.4%
NKE vs RIG
-30.5%
-29.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.1% |
| 7D | -5.5% | -4.2% | -1.4% | -5.1% |
| 30D | -10.4% | -0.7% | -9.7% | -10.4% |
| 3M | -15.8% | -4.0% | -11.8% | -15.6% |
| 6M | -33.4% | -6.3% | -27.1% | -33.5% |
| YTD | -41.0% | +39.7% | -80.7% | -44.3% |
| 1Y | -49.1% | +78.1% | -127.1% | -53.8% |
| All | -59.4% | -30.5% | -29.0% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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