-59.2%
NKE vs RMBS
+55.3%
-114.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -4.2% | +1.8% | -5.9% | -4.3% |
| 30D | -8.2% | -13.9% | +5.7% | -7.3% |
| 3M | -19.1% | -39.8% | +20.7% | -16.1% |
| 6M | -32.6% | -6.0% | -26.6% | -34.3% |
| YTD | -40.7% | -5.4% | -35.4% | -42.5% |
| 1Y | -48.9% | -1.8% | -47.0% | -51.2% |
| 3Y | -59.2% | +53.7% | -112.9% | -64.7% |
| All | -59.2% | +55.3% | -114.5% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 3y: compounded portfolio wealth divided by compounded RMBS 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…
3y analysis · Full analysis span regression · 6 months rolling