-59.4%
NKE vs RMD
+50.8%
-110.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -5.5% | -4.2% | -1.4% | -4.5% |
| 30D | -10.4% | -2.1% | -8.4% | -10.0% |
| 3M | -15.8% | +13.8% | -29.6% | -18.7% |
| 6M | -33.4% | -10.6% | -22.8% | -32.0% |
| YTD | -41.0% | -8.1% | -32.9% | -40.2% |
| 1Y | -49.1% | -18.0% | -31.1% | -47.1% |
| All | -59.4% | +50.8% | -110.2% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling