-21.9%
NKE vs RY
+372.5%
-394.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.3% |
| 7D | -2.3% | -0.5% | -1.8% | -2.0% |
| 30D | -10.4% | -1.9% | -8.5% | -9.4% |
| 3M | -15.5% | +5.1% | -20.6% | -18.7% |
| 6M | -32.6% | +28.2% | -60.8% | -43.6% |
| YTD | -39.8% | +22.9% | -62.7% | -48.2% |
| 1Y | -47.6% | +45.5% | -93.1% | -60.0% |
| 3Y | -59.0% | +156.7% | -215.7% | -79.5% |
| 5Y | -74.9% | +137.7% | -212.6% | -86.8% |
| 10Y | -21.9% | +375.5% | -397.5% | -72.0% |
| All | -21.9% | +372.5% | -394.5% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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