+2,272.7%
NKE vs RIG
-41.1%
+2,313.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | -0.1% | -2.7% | +2.7% | +0.2% |
| 30D | -7.7% | +9.5% | -17.2% | -8.7% |
| 3M | -10.9% | -6.6% | -4.3% | -10.6% |
| 6M | -31.9% | -2.9% | -29.0% | -32.2% |
| YTD | -38.6% | +39.5% | -78.1% | -41.6% |
| 1Y | -46.9% | +82.3% | -129.2% | -51.2% |
| 3Y | -58.2% | -29.6% | -28.6% | -58.5% |
| 5Y | -74.0% | +63.2% | -137.2% | -77.6% |
| 10Y | -21.6% | -45.0% | +23.4% | -36.9% |
| All | +2,272.7% | -41.1% | +2,313.8% | +1,504.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling