+630.6%
NKE vs RMBS
+1,376.2%
-745.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.0% |
| 7D | -2.3% | +3.5% | -5.8% | -2.6% |
| 30D | -10.4% | -8.6% | -1.8% | -9.8% |
| 3M | -15.5% | -40.3% | +24.8% | -12.1% |
| 6M | -32.6% | -1.0% | -31.6% | -33.9% |
| YTD | -39.8% | -4.6% | -35.2% | -41.0% |
| 1Y | -47.6% | +17.6% | -65.2% | -50.0% |
| 3Y | -59.0% | +58.6% | -117.6% | -62.9% |
| 5Y | -74.9% | +270.9% | -345.9% | -79.1% |
| 10Y | -21.9% | +569.1% | -591.0% | -38.8% |
| All | +630.6% | +1,376.2% | -745.6% | +276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling