-59.4%
NKE vs RKT
+35.1%
-94.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -5.5% | -7.2% | +1.7% | -4.3% |
| 30D | -10.4% | -7.9% | -2.5% | -9.3% |
| 3M | -15.8% | +5.2% | -21.0% | -16.9% |
| 6M | -33.4% | -14.9% | -18.5% | -32.4% |
| YTD | -41.0% | -31.9% | -9.1% | -38.3% |
| 1Y | -49.1% | -36.9% | -12.2% | -46.3% |
| All | -59.4% | +35.1% | -94.5% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling