-48.9%
NKE vs RRC
+20.8%
-69.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -4.2% | -1.8% | -2.4% | -4.1% |
| 30D | -8.2% | +2.7% | -10.9% | -8.3% |
| 3M | -19.1% | +8.8% | -27.9% | -19.2% |
| 6M | -32.6% | -1.2% | -31.5% | -32.0% |
| YTD | -40.7% | +17.6% | -58.3% | -41.7% |
| 1Y | -48.9% | +18.4% | -67.3% | -50.5% |
| All | -48.9% | +20.8% | -69.7% | -50.5% |
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