-75.5%
NKE vs RVTY
-34.5%
-41.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.1% |
| 7D | -5.5% | -7.4% | +1.9% | -2.9% |
| 30D | -10.4% | +4.5% | -14.9% | -12.1% |
| 3M | -15.8% | +19.5% | -35.3% | -21.7% |
| 6M | -33.4% | +34.1% | -67.5% | -41.2% |
| YTD | -41.0% | +25.3% | -66.3% | -46.7% |
| 1Y | -49.1% | +47.0% | -96.1% | -57.0% |
| 3Y | -59.8% | +14.1% | -73.9% | -64.0% |
| 5Y | -75.5% | -34.6% | -40.9% | -71.5% |
| All | -75.5% | -34.5% | -41.0% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling