-59.4%
NKE vs RRC
+31.5%
-90.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -5.5% | -1.2% | -4.4% | -5.5% |
| 30D | -10.4% | +3.0% | -13.4% | -10.7% |
| 3M | -15.8% | +7.3% | -23.1% | -16.3% |
| 6M | -33.4% | +3.6% | -37.0% | -33.6% |
| YTD | -41.0% | +19.4% | -60.4% | -42.2% |
| 1Y | -49.1% | +21.4% | -70.5% | -50.2% |
| All | -59.4% | +31.5% | -90.9% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling