+6,112.4%
NKE vs ROL
+8,798.6%
-2,686.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | 0.0% |
| 7D | -0.1% | -3.4% | +3.4% | +1.0% |
| 30D | -7.7% | -6.9% | -0.7% | -5.6% |
| 3M | -10.9% | -24.6% | +13.7% | -2.9% |
| 6M | -31.9% | -39.5% | +7.7% | -20.5% |
| YTD | -38.6% | -41.1% | +2.5% | -27.9% |
| 1Y | -46.9% | -37.9% | -9.0% | -38.9% |
| 3Y | -58.2% | +0.8% | -59.0% | -59.4% |
| 5Y | -74.0% | -4.7% | -69.3% | -74.6% |
| 10Y | -21.6% | +207.9% | -229.4% | -48.0% |
| All | +6,112.4% | +8,798.6% | -2,686.2% | +1,370.2% |
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