+1,471.2%
NKE vs RY
+11,573.6%
-10,102.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -2.0% | +3.1% | -5.1% | -3.4% |
| 30D | -8.6% | -0.3% | -8.3% | -8.6% |
| 3M | -11.0% | +8.7% | -19.7% | -14.6% |
| 6M | -33.2% | +28.5% | -61.8% | -40.8% |
| YTD | -38.1% | +25.1% | -63.2% | -44.5% |
| 1Y | -47.4% | +46.3% | -93.6% | -56.1% |
| 3Y | -59.8% | +154.9% | -214.7% | -74.2% |
| 5Y | -74.2% | +140.3% | -214.5% | -82.9% |
| 10Y | -23.5% | +377.0% | -400.5% | -62.3% |
| All | +1,471.2% | +11,573.6% | -10,102.4% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling