+6,094.5%
NKE vs ROL
+9,850.6%
-3,756.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| 3M | -6.9% | +7.9% | -14.8% | -9.2% |
| 6M | -8.5% | -25.6% | +17.1% | -0.1% |
| YTD | -38.8% | -34.1% | -4.6% | -30.8% |
| 1Y | -40.6% | -31.4% | -9.2% | -33.7% |
| 3Y | -60.9% | +4.7% | -65.6% | -62.4% |
| 5Y | -75.4% | +15.6% | -91.0% | -77.4% |
| 10Y | -13.5% | +220.6% | -234.1% | -43.5% |
| All | +6,094.5% | +9,850.6% | -3,756.1% | +1,312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling