+4,294.3%
NKE vs RIO
+6,036.1%
-1,741.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -2.3% | +1.0% | -3.3% | -2.5% |
| 30D | -10.4% | +4.0% | -14.4% | -11.3% |
| 3M | -15.5% | +4.5% | -20.0% | -16.6% |
| 6M | -32.6% | +17.3% | -50.0% | -35.6% |
| YTD | -39.8% | +36.2% | -76.0% | -44.6% |
| 1Y | -47.6% | +76.1% | -123.7% | -54.7% |
| 3Y | -59.0% | +102.5% | -161.5% | -65.9% |
| 5Y | -74.9% | +103.5% | -178.5% | -79.4% |
| 10Y | -21.9% | +619.2% | -641.1% | -52.5% |
| All | +4,294.3% | +6,036.1% | -1,741.7% | +1,257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling