-58.0%
NKE vs RKT
-8.7%
-49.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -0.1% | +6.0% | -6.0% | -0.9% |
| 30D | -7.7% | +0.7% | -8.3% | -7.9% |
| 3M | -10.9% | +11.8% | -22.8% | -12.7% |
| 6M | -31.9% | -7.6% | -24.2% | -31.7% |
| YTD | -38.6% | -28.7% | -10.0% | -36.6% |
| 1Y | -46.9% | -32.6% | -14.4% | -45.0% |
| 3Y | -58.2% | +42.1% | -100.3% | -62.0% |
| 5Y | -74.0% | -7.2% | -66.9% | -76.7% |
| All | -58.0% | -8.7% | -49.3% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling