-12.5%
NKE vs RL
+337.1%
-349.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -1.6% | +2.6% | -4.1% | -2.5% |
| 30D | +7.6% | +2.9% | +4.7% | +6.4% |
| 3M | -6.9% | 0.0% | -6.9% | -7.0% |
| 6M | -8.5% | +17.1% | -25.6% | -14.8% |
| YTD | -38.8% | +10.1% | -48.9% | -42.0% |
| 1Y | -40.6% | +17.3% | -57.9% | -45.1% |
| 3Y | -60.9% | +249.3% | -310.2% | -77.2% |
| 5Y | -75.4% | +240.9% | -316.3% | -85.8% |
| All | -12.5% | +337.1% | -349.6% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling