+635.1%
NKE vs RL
+1,366.2%
-731.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.7% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | -8.6% | -7.8% | -0.8% | -6.1% |
| 3M | -11.0% | -4.0% | -7.0% | -10.0% |
| 6M | -33.2% | -1.9% | -31.3% | -33.6% |
| YTD | -38.1% | -0.2% | -38.0% | -38.9% |
| 1Y | -47.4% | +10.7% | -58.0% | -49.9% |
| 3Y | -59.8% | +210.8% | -270.5% | -73.9% |
| 5Y | -74.2% | +238.2% | -312.5% | -83.9% |
| 10Y | -23.5% | +313.4% | -336.8% | -59.1% |
| All | +635.1% | +1,366.2% | -731.0% | +118.6% |
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