+5,990.1%
NKE vs RVTY
+2,293.6%
+3,696.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.3% |
| 7D | -2.3% | -5.4% | +3.1% | -1.0% |
| 30D | -10.4% | +6.7% | -17.1% | -11.9% |
| 3M | -15.5% | +19.0% | -34.5% | -19.4% |
| 6M | -32.6% | +34.6% | -67.3% | -38.0% |
| YTD | -39.8% | +28.3% | -68.1% | -44.1% |
| 1Y | -47.6% | +46.0% | -93.6% | -52.9% |
| 3Y | -59.0% | +16.9% | -75.9% | -61.9% |
| 5Y | -74.9% | -32.9% | -42.0% | -73.5% |
| 10Y | -21.9% | +141.6% | -163.6% | -38.8% |
| All | +5,990.1% | +2,293.6% | +3,696.5% | +1,806.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling