-69.6%
NKE vs ROIV
+232.7%
-302.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -8.6% | +1.0% | -9.5% | -8.7% |
| 3M | -11.0% | +18.3% | -29.3% | -12.5% |
| 6M | -33.2% | +18.3% | -51.6% | -34.4% |
| YTD | -38.1% | +61.0% | -99.1% | -40.9% |
| 1Y | -47.4% | +177.9% | -225.2% | -52.2% |
| 3Y | -59.8% | +199.1% | -258.8% | -64.1% |
| 5Y | -74.2% | +250.7% | -324.9% | -79.9% |
| All | -69.6% | +232.7% | -302.2% | -76.0% |
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