-47.4%
NKE vs RRC
+23.4%
-70.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.0% | +1.3% | -3.3% | -2.0% |
| 30D | -8.6% | +10.1% | -18.7% | -8.8% |
| 3M | -11.0% | +4.0% | -15.0% | -10.8% |
| 6M | -33.2% | +1.6% | -34.8% | -32.8% |
| YTD | -38.1% | +19.7% | -57.8% | -39.2% |
| 1Y | -47.4% | +21.4% | -68.8% | -49.3% |
| All | -47.4% | +23.4% | -70.7% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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