-58.2%
NKE vs RY
+159.6%
-217.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -0.1% | +2.7% | -2.8% | -1.2% |
| 30D | -7.7% | -1.0% | -6.7% | -7.4% |
| 3M | -10.9% | +7.6% | -18.6% | -14.2% |
| 6M | -31.9% | +29.5% | -61.3% | -39.9% |
| YTD | -38.6% | +24.2% | -62.8% | -44.8% |
| 1Y | -46.9% | +46.4% | -93.3% | -56.0% |
| 3Y | -58.2% | +159.4% | -217.6% | -73.7% |
| All | -58.2% | +159.6% | -217.7% | -73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling