-48.9%
NKE vs RPRX
+65.1%
-114.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | -8.4% | +4.2% | -2.5% |
| 30D | -8.2% | -0.6% | -7.6% | -8.2% |
| 3M | -19.1% | +6.4% | -25.5% | -20.3% |
| 6M | -32.6% | +26.6% | -59.2% | -36.6% |
| YTD | -40.7% | +53.8% | -94.5% | -47.3% |
| 1Y | -48.9% | +62.8% | -111.7% | -55.7% |
| All | -48.9% | +65.1% | -114.0% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 1y: compounded portfolio wealth divided by compounded RPRX 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…
1y analysis · Full analysis span regression · 6 months rolling