-24.0%
NKE vs RMD
+274.3%
-298.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -4.2% | -4.4% | +0.2% | -2.8% |
| 30D | -8.2% | -3.1% | -5.1% | -7.3% |
| 3M | -19.1% | +13.8% | -32.9% | -22.5% |
| 6M | -32.6% | -8.6% | -24.1% | -31.1% |
| YTD | -40.7% | -8.6% | -32.1% | -39.5% |
| 1Y | -48.9% | -19.7% | -29.2% | -45.8% |
| 3Y | -59.2% | +48.4% | -107.6% | -65.3% |
| 5Y | -75.3% | -22.7% | -52.6% | -74.6% |
| All | -24.0% | +274.3% | -298.3% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling