+5,871.1%
NKE vs RRX
+3,748.6%
+2,122.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.4% |
| 7D | -5.5% | -3.7% | -1.8% | -4.6% |
| 30D | -10.4% | -9.3% | -1.1% | -8.1% |
| 3M | -15.8% | -21.8% | +6.0% | -11.5% |
| 6M | -33.4% | -22.0% | -11.4% | -30.9% |
| YTD | -41.0% | +11.9% | -52.9% | -45.2% |
| 1Y | -49.1% | +11.6% | -60.7% | -52.9% |
| 3Y | -59.8% | +2.2% | -62.0% | -63.3% |
| 5Y | -75.5% | +14.9% | -90.3% | -78.6% |
| 10Y | -23.5% | +214.2% | -237.7% | -50.1% |
| All | +5,871.1% | +3,748.6% | +2,122.5% | +2,677.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling