-24.0%
NKE vs RVTY
+145.6%
-169.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.6% |
| 7D | -4.2% | -4.5% | +0.4% | -2.4% |
| 30D | -8.2% | +5.5% | -13.6% | -10.4% |
| 3M | -19.1% | +22.5% | -41.6% | -26.2% |
| 6M | -32.6% | +38.9% | -71.5% | -42.2% |
| YTD | -40.7% | +28.7% | -69.5% | -47.7% |
| 1Y | -48.9% | +45.5% | -94.3% | -57.4% |
| 3Y | -59.2% | +16.4% | -75.6% | -64.3% |
| 5Y | -75.3% | -32.7% | -42.6% | -72.6% |
| All | -24.0% | +145.6% | -169.7% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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