-24.0%
NKE vs RUN
+42.2%
-66.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -4.2% | -3.7% | -0.5% | -3.7% |
| 30D | -8.2% | -13.0% | +4.8% | -6.7% |
| 3M | -19.1% | -31.8% | +12.7% | -15.7% |
| 6M | -32.6% | -32.2% | -0.4% | -30.3% |
| YTD | -40.7% | -53.5% | +12.8% | -36.6% |
| 1Y | -48.9% | -46.5% | -2.3% | -46.8% |
| 3Y | -59.2% | -37.6% | -21.6% | -64.3% |
| 5Y | -75.3% | -80.9% | +5.5% | -76.1% |
| All | -24.0% | +42.2% | -66.2% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling