-74.7%
NKE vs ROST
+114.0%
-188.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.6% |
| 7D | -4.2% | +0.2% | -4.4% | -4.3% |
| 30D | -8.2% | -6.9% | -1.3% | -5.2% |
| 3M | -19.1% | -3.3% | -15.8% | -18.0% |
| 6M | -32.6% | +9.0% | -41.7% | -35.7% |
| YTD | -40.7% | +28.9% | -69.6% | -47.9% |
| 1Y | -48.9% | +54.0% | -102.8% | -58.8% |
| 3Y | -59.2% | +100.7% | -160.0% | -71.2% |
| All | -74.7% | +114.0% | -188.7% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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