-74.7%
NKE vs RJF
+104.0%
-178.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -2.7% | -1.5% | -3.1% |
| 30D | -8.2% | -4.3% | -3.9% | -6.5% |
| 3M | -19.1% | +15.7% | -34.8% | -23.9% |
| 6M | -32.6% | +17.8% | -50.4% | -37.3% |
| YTD | -40.7% | +9.2% | -49.9% | -43.3% |
| 1Y | -48.9% | +2.8% | -51.6% | -50.0% |
| 3Y | -59.2% | +69.5% | -128.7% | -69.3% |
| All | -74.7% | +104.0% | -178.8% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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