-48.9%
NKE vs RVTY
+50.6%
-99.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.3% |
| 7D | -4.2% | -4.5% | +0.4% | -3.0% |
| 30D | -8.2% | +5.5% | -13.6% | -9.7% |
| 3M | -19.1% | +22.5% | -41.6% | -24.1% |
| 6M | -32.6% | +38.9% | -71.5% | -39.8% |
| YTD | -40.7% | +28.7% | -69.5% | -45.9% |
| 1Y | -48.9% | +45.5% | -94.3% | -56.8% |
| All | -48.9% | +50.6% | -99.5% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling