-31.7%
NKE vs TROW
+17.3%
-49.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.0% | -0.7% | +2.9% |
| 7D | +9.0% | +8.2% | +0.8% | +5.7% |
| 30D | +19.2% | +8.3% | +10.9% | +15.5% |
| 3M | -1.5% | -1.6% | +0.1% | -1.2% |
| 6M | -4.2% | +11.9% | -16.1% | -8.7% |
| YTD | -34.8% | +14.3% | -49.1% | -39.5% |
| 1Y | -31.7% | +17.0% | -48.7% | -37.6% |
| All | -31.7% | +17.3% | -49.0% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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