-75.3%
NKE vs ROL
+15.7%
-91.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.2% |
| 7D | -1.6% | +3.0% | -4.5% | -2.5% |
| 30D | +7.6% | +19.8% | -12.2% | +1.6% |
| 3M | -6.9% | +7.9% | -14.8% | -9.3% |
| 6M | -8.5% | -25.6% | +17.1% | -0.6% |
| YTD | -38.8% | -34.1% | -4.6% | -31.2% |
| 1Y | -40.6% | -31.4% | -9.2% | -34.0% |
| 3Y | -60.9% | +4.7% | -65.6% | -63.6% |
| All | -75.3% | +15.7% | -91.0% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling