+5,990.1%
NKE vs RTX
+10,358.5%
-4,368.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.7% |
| 7D | -2.3% | -1.6% | -0.7% | -1.7% |
| 30D | -10.4% | -11.6% | +1.2% | -6.0% |
| 3M | -15.5% | +9.2% | -24.6% | -18.7% |
| 6M | -32.6% | -4.4% | -28.2% | -32.0% |
| YTD | -39.8% | +8.9% | -48.7% | -42.6% |
| 1Y | -47.6% | +32.1% | -79.7% | -53.9% |
| 3Y | -59.0% | +151.2% | -210.2% | -72.8% |
| 5Y | -74.9% | +162.9% | -237.8% | -83.9% |
| 10Y | -21.9% | +283.9% | -305.9% | -58.7% |
| All | +5,990.1% | +10,358.5% | -4,368.4% | +896.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling