-74.7%
NKE vs RNG
-68.4%
-6.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | -6.1% | +1.9% | -3.1% |
| 30D | -8.2% | +9.6% | -17.8% | -9.8% |
| 3M | -19.1% | +83.3% | -102.4% | -28.0% |
| 6M | -32.6% | +77.9% | -110.6% | -40.5% |
| YTD | -40.7% | +139.9% | -180.6% | -51.4% |
| 1Y | -48.9% | +121.7% | -170.5% | -57.6% |
| 3Y | -59.2% | +121.9% | -181.1% | -67.6% |
| All | -74.7% | -68.4% | -6.4% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling