-47.4%
NKE vs RSG
-3.6%
-43.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | -8.6% | +7.6% | -16.2% | -9.0% |
| 3M | -11.0% | +7.4% | -18.5% | -11.1% |
| 6M | -33.2% | -3.3% | -30.0% | -32.1% |
| YTD | -38.1% | +6.0% | -44.1% | -39.0% |
| 1Y | -47.4% | -3.7% | -43.7% | -48.4% |
| All | -47.4% | -3.6% | -43.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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