-75.5%
NKE vs ROL
-4.5%
-70.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -5.5% | -3.2% | -2.3% | -4.6% |
| 30D | -10.4% | -6.6% | -3.8% | -8.5% |
| 3M | -15.8% | -27.3% | +11.5% | -7.5% |
| 6M | -33.4% | -38.1% | +4.7% | -23.4% |
| YTD | -41.0% | -41.8% | +0.8% | -31.0% |
| 1Y | -49.1% | -37.8% | -11.3% | -41.8% |
| 3Y | -59.8% | -0.3% | -59.5% | -62.1% |
| 5Y | -75.5% | -5.1% | -70.4% | -77.8% |
| All | -75.5% | -4.5% | -70.9% | -77.8% |
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