-47.4%
NKE vs RNG
+144.7%
-192.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | -2.0% | +5.8% | -7.8% | -2.5% |
| 30D | -8.6% | +19.6% | -28.2% | -10.1% |
| 3M | -11.0% | +67.0% | -78.1% | -15.2% |
| 6M | -33.2% | +88.4% | -121.6% | -37.3% |
| YTD | -38.1% | +155.5% | -193.6% | -44.4% |
| 1Y | -47.4% | +141.7% | -189.0% | -53.2% |
| All | -47.4% | +144.7% | -192.1% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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