-74.7%
NKE vs RSG
+89.9%
-164.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -8.2% | +4.0% | -12.2% | -9.3% |
| 3M | -19.1% | +7.4% | -26.5% | -20.9% |
| 6M | -32.6% | +0.1% | -32.7% | -32.8% |
| YTD | -40.7% | +6.0% | -46.7% | -42.2% |
| 1Y | -48.9% | -3.0% | -45.9% | -48.5% |
| 3Y | -59.2% | +56.5% | -115.7% | -68.1% |
| All | -74.7% | +89.9% | -164.6% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling