-31.7%
NKE vs RL
+34.3%
-66.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.7% | +3.7% |
| 7D | +9.0% | +5.8% | +3.2% | +7.0% |
| 30D | +19.2% | +12.7% | +6.5% | +14.8% |
| 3M | -1.5% | +9.3% | -10.8% | -4.3% |
| 6M | -4.2% | +16.9% | -21.1% | -9.0% |
| YTD | -34.8% | +17.5% | -52.2% | -38.1% |
| 1Y | -31.7% | +34.6% | -66.3% | -36.0% |
| All | -31.7% | +34.3% | -66.0% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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