-74.0%
NKE vs ROIV
+316.9%
-390.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.8% | -19.5% | -2.2% |
| 7D | -0.1% | +20.2% | -20.2% | -1.6% |
| 30D | -7.7% | +14.1% | -21.8% | -8.8% |
| 3M | -10.9% | +45.6% | -56.5% | -14.0% |
| 6M | -31.9% | +44.1% | -76.0% | -34.2% |
| YTD | -38.6% | +91.2% | -129.8% | -42.3% |
| 1Y | -46.9% | +221.3% | -268.2% | -52.4% |
| 3Y | -58.2% | +229.2% | -287.4% | -63.0% |
| 5Y | -74.0% | +316.5% | -390.5% | -80.7% |
| All | -74.0% | +316.9% | -390.9% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling