-74.7%
NKE vs RIG
+59.7%
-134.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -4.2% | -3.1% | -1.1% | -3.8% |
| 30D | -8.2% | -0.5% | -7.7% | -8.2% |
| 3M | -19.1% | -6.0% | -13.1% | -18.8% |
| 6M | -32.6% | -10.1% | -22.5% | -32.3% |
| YTD | -40.7% | +37.3% | -78.0% | -43.8% |
| 1Y | -48.9% | +73.9% | -122.8% | -53.2% |
| 3Y | -59.2% | -30.2% | -29.1% | -60.0% |
| All | -74.7% | +59.7% | -134.4% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling