-48.9%
NKE vs RL
+8.8%
-57.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -4.2% | -3.4% | -0.7% | -3.1% |
| 30D | -8.2% | -14.4% | +6.3% | -3.4% |
| 3M | -19.1% | -13.6% | -5.5% | -15.4% |
| 6M | -32.6% | +0.6% | -33.2% | -33.7% |
| YTD | -40.7% | -3.6% | -37.1% | -40.5% |
| 1Y | -48.9% | +8.3% | -57.2% | -51.5% |
| All | -48.9% | +8.8% | -57.6% | -51.5% |
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