-31.7%
NKE vs ROL
-34.1%
+2.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.5% | +4.3% |
| 7D | +9.0% | +14.6% | -5.6% | +4.0% |
| 30D | +19.2% | +29.3% | -10.0% | +9.4% |
| 3M | -1.5% | +2.0% | -3.5% | -2.7% |
| 6M | -4.2% | -28.5% | +24.3% | +4.1% |
| YTD | -34.8% | -35.3% | +0.6% | -27.5% |
| 1Y | -31.7% | -34.7% | +3.0% | -24.0% |
| All | -31.7% | -34.1% | +2.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling