-71.0%
NKE vs ROIV
+289.9%
-360.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -5.5% | +19.0% | -24.5% | -7.0% |
| 30D | -10.4% | +16.1% | -26.6% | -11.7% |
| 3M | -15.8% | +44.1% | -59.9% | -18.6% |
| 6M | -33.4% | +37.8% | -71.3% | -35.5% |
| YTD | -41.0% | +88.7% | -129.7% | -44.5% |
| 1Y | -49.1% | +197.3% | -246.4% | -54.0% |
| 3Y | -59.8% | +224.9% | -284.7% | -64.4% |
| 5Y | -75.5% | +311.0% | -386.5% | -81.1% |
| All | -71.0% | +289.9% | -360.9% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling