-31.7%
NKE vs RMD
-1.9%
-29.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.7% | +3.3% |
| 7D | +9.0% | -3.9% | +12.9% | +9.9% |
| 30D | +19.2% | +7.9% | +11.3% | +15.9% |
| 3M | -1.5% | +8.1% | -9.6% | -4.4% |
| 6M | -4.2% | +15.5% | -19.7% | -9.5% |
| YTD | -34.8% | +0.7% | -35.4% | -36.3% |
| 1Y | -31.7% | -1.4% | -30.3% | -32.3% |
| All | -31.7% | -1.9% | -29.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling