-60.4%
NKE vs RVMD
+622.3%
-682.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -3.0% | -1.2% | -3.8% |
| 30D | -8.2% | -0.7% | -7.5% | -8.2% |
| 3M | -19.1% | +36.5% | -55.6% | -22.5% |
| 6M | -32.6% | +104.6% | -137.2% | -39.5% |
| YTD | -40.7% | +155.8% | -196.5% | -48.8% |
| 1Y | -48.9% | +340.7% | -389.5% | -59.4% |
| 3Y | -59.2% | +519.9% | -579.2% | -70.7% |
| 5Y | -75.3% | +584.9% | -660.3% | -83.7% |
| All | -60.4% | +622.3% | -682.7% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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