-70.8%
NKE vs ROIV
+288.8%
-359.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -4.2% | +16.9% | -21.0% | -5.5% |
| 30D | -8.2% | +12.9% | -21.1% | -9.2% |
| 3M | -19.1% | +37.3% | -56.4% | -21.5% |
| 6M | -32.6% | +38.0% | -70.6% | -34.7% |
| YTD | -40.7% | +88.1% | -128.8% | -44.2% |
| 1Y | -48.9% | +183.3% | -232.1% | -53.6% |
| 3Y | -59.2% | +254.6% | -313.9% | -64.2% |
| 5Y | -75.3% | +309.8% | -385.2% | -81.0% |
| All | -70.8% | +288.8% | -359.6% | -77.3% |
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