-69.4%
NKE vs ROIV
+292.3%
-361.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | +0.5% | +14.3% | -13.8% | -0.6% |
| 30D | +11.4% | +16.2% | -4.8% | +10.0% |
| 3M | -7.2% | +15.1% | -22.3% | -8.5% |
| 6M | -10.7% | +44.2% | -54.9% | -13.8% |
| YTD | -37.7% | +89.8% | -127.5% | -41.4% |
| 1Y | -34.3% | +94.6% | -128.9% | -38.4% |
| 3Y | -60.9% | +367.5% | -428.5% | -66.2% |
| 5Y | -74.8% | +421.4% | -496.2% | -80.7% |
| All | -69.4% | +292.3% | -361.6% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling