-49.1%
NKE vs RY
+44.8%
-93.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -5.5% | -2.9% | -2.7% | -4.6% |
| 30D | -10.4% | -2.0% | -8.4% | -10.0% |
| 3M | -15.8% | +4.9% | -20.7% | -18.2% |
| 6M | -33.4% | +26.1% | -59.6% | -40.5% |
| YTD | -41.0% | +22.4% | -63.4% | -46.7% |
| 1Y | -49.1% | +44.7% | -93.8% | -60.3% |
| All | -49.1% | +44.8% | -93.9% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling