-59.4%
NKE vs RKT
-12.9%
-46.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -6.3% | +2.1% | -3.3% |
| 30D | -8.2% | -6.2% | -2.0% | -7.4% |
| 3M | -19.1% | -1.9% | -17.2% | -19.2% |
| 6M | -32.6% | -13.0% | -19.6% | -31.9% |
| YTD | -40.7% | -31.9% | -8.8% | -38.4% |
| 1Y | -48.9% | -37.6% | -11.3% | -46.4% |
| 3Y | -59.2% | +36.8% | -96.1% | -62.7% |
| 5Y | -75.3% | -9.7% | -65.6% | -77.8% |
| All | -59.4% | -12.9% | -46.6% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling