-48.9%
NKE vs RTX
+29.4%
-78.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | -1.5% | -2.6% | -4.1% |
| 30D | -8.2% | -11.0% | +2.8% | -7.7% |
| 3M | -19.1% | +7.7% | -26.7% | -19.3% |
| 6M | -32.6% | -3.9% | -28.7% | -33.3% |
| YTD | -40.7% | +9.0% | -49.7% | -41.3% |
| 1Y | -48.9% | +27.3% | -76.1% | -51.3% |
| All | -48.9% | +29.4% | -78.3% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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