+2,036.0%
NKE vs RMD
+35,656.8%
-33,620.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | -0.1% | -4.5% | +4.4% | +0.7% |
| 30D | -7.7% | +4.6% | -12.3% | -8.4% |
| 3M | -10.9% | +14.8% | -25.7% | -13.1% |
| 6M | -31.9% | -12.1% | -19.8% | -30.6% |
| YTD | -38.6% | -7.5% | -31.1% | -38.0% |
| 1Y | -46.9% | -20.1% | -26.9% | -45.2% |
| 3Y | -58.2% | +53.9% | -112.1% | -61.6% |
| 5Y | -74.0% | -22.2% | -51.8% | -73.6% |
| 10Y | -21.6% | +268.2% | -289.8% | -37.1% |
| All | +2,036.0% | +35,656.8% | -33,620.8% | +1,083.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling