-74.7%
NKE vs RRX
+17.8%
-92.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.5% |
| 7D | -4.2% | -0.3% | -3.8% | -4.1% |
| 30D | -8.2% | -6.1% | -2.1% | -6.7% |
| 3M | -19.1% | -23.1% | +4.0% | -14.5% |
| 6M | -32.6% | -19.5% | -13.1% | -31.1% |
| YTD | -40.7% | +16.1% | -56.8% | -47.4% |
| 1Y | -48.9% | +12.9% | -61.8% | -54.5% |
| 3Y | -59.2% | +7.9% | -67.2% | -64.7% |
| All | -74.7% | +17.8% | -92.5% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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