-26.5%
NKE vs RUN
-33.9%
+7.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.7% |
| 7D | -5.5% | -3.4% | -2.2% | -5.2% |
| 30D | -10.4% | -14.0% | +3.5% | -8.9% |
| 3M | -15.8% | -27.5% | +11.7% | -13.1% |
| 6M | -33.4% | -29.0% | -4.4% | -31.7% |
| YTD | -41.0% | -53.1% | +12.1% | -37.2% |
| 1Y | -49.1% | -46.7% | -2.3% | -47.1% |
| 3Y | -59.8% | -38.3% | -21.5% | -64.2% |
| 5Y | -75.5% | -80.7% | +5.2% | -76.2% |
| 10Y | -23.5% | +42.4% | -65.9% | -44.0% |
| All | -26.5% | -33.9% | +7.4% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling