+622.9%
NKE vs RL
+1,536.1%
-913.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.2% |
| 7D | -4.6% | +2.4% | -6.9% | -5.3% |
| 30D | +6.9% | +4.6% | +2.3% | +5.2% |
| 3M | -5.8% | -1.1% | -4.7% | -5.6% |
| 6M | -9.1% | +16.5% | -25.6% | -14.5% |
| YTD | -39.2% | +11.4% | -50.6% | -42.2% |
| 1Y | -39.2% | +16.1% | -55.3% | -43.2% |
| 3Y | -61.8% | +252.6% | -314.5% | -76.3% |
| 5Y | -75.5% | +244.9% | -320.4% | -84.8% |
| 10Y | -14.0% | +342.4% | -356.3% | -55.2% |
| All | +622.9% | +1,536.1% | -913.3% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling