-74.7%
NKE vs RIO
+91.0%
-165.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.2% | -3.2% | -1.0% | -3.2% |
| 30D | -8.2% | +0.9% | -9.1% | -8.6% |
| 3M | -19.1% | -1.4% | -17.6% | -19.0% |
| 6M | -32.6% | +10.9% | -43.6% | -35.8% |
| YTD | -40.7% | +31.2% | -71.9% | -47.3% |
| 1Y | -48.9% | +67.9% | -116.8% | -58.7% |
| 3Y | -59.2% | +88.8% | -148.0% | -69.1% |
| All | -74.7% | +91.0% | -165.8% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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