-31.7%
NKE vs RNG
+179.4%
-211.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.2% |
| 7D | +9.0% | -9.6% | +18.5% | +9.9% |
| 30D | +19.2% | -1.4% | +20.6% | +19.2% |
| 3M | -1.5% | +28.8% | -30.2% | -3.9% |
| 6M | -4.2% | +65.6% | -69.8% | -8.7% |
| YTD | -34.8% | +171.4% | -206.2% | -41.6% |
| 1Y | -31.7% | +185.3% | -217.0% | -40.5% |
| All | -31.7% | +179.4% | -211.1% | -40.5% |
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