-48.9%
NKE vs RKT
-38.3%
-10.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.2% | -6.3% | +2.1% | -3.1% |
| 30D | -8.2% | -6.2% | -2.0% | -7.3% |
| 3M | -19.1% | -1.9% | -17.2% | -19.2% |
| 6M | -32.6% | -13.0% | -19.6% | -32.1% |
| YTD | -40.7% | -31.9% | -8.8% | -39.0% |
| 1Y | -48.9% | -37.6% | -11.3% | -45.6% |
| All | -48.9% | -38.3% | -10.5% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling