-74.7%
NKE vs RL
+232.4%
-307.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.2% | -3.4% | -0.7% | -2.6% |
| 30D | -8.2% | -14.4% | +6.3% | -1.4% |
| 3M | -19.1% | -13.6% | -5.5% | -13.8% |
| 6M | -32.6% | +0.6% | -33.2% | -34.1% |
| YTD | -40.7% | -3.6% | -37.1% | -40.9% |
| 1Y | -48.9% | +8.3% | -57.2% | -52.0% |
| 3Y | -59.2% | +204.8% | -264.0% | -78.7% |
| All | -74.7% | +232.4% | -307.1% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling