-74.8%
NKE vs RY
+123.9%
-198.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | +0.5% | -0.6% | +1.1% | +0.9% |
| 30D | +11.4% | +6.1% | +5.3% | +7.3% |
| 3M | -7.2% | -3.4% | -3.8% | -5.3% |
| 6M | -10.7% | +12.8% | -23.5% | -18.1% |
| YTD | -37.7% | +21.0% | -58.7% | -45.7% |
| 1Y | -34.3% | +40.5% | -74.8% | -48.5% |
| 3Y | -60.9% | +159.9% | -220.8% | -81.2% |
| 5Y | -74.8% | +125.0% | -199.8% | -86.4% |
| All | -74.8% | +123.9% | -198.7% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling