-74.7%
NKE vs RPRX
+70.9%
-145.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | -8.4% | +4.2% | -1.3% |
| 30D | -8.2% | -0.6% | -7.6% | -8.1% |
| 3M | -19.1% | +6.4% | -25.5% | -21.2% |
| 6M | -32.6% | +26.6% | -59.2% | -38.6% |
| YTD | -40.7% | +53.8% | -94.5% | -49.9% |
| 1Y | -48.9% | +62.8% | -111.7% | -57.9% |
| 3Y | -59.2% | +118.0% | -177.3% | -70.5% |
| All | -74.7% | +70.9% | -145.6% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling