-74.7%
NKE vs TROW
-39.3%
-35.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -4.2% | -3.2% | -1.0% | -2.5% |
| 30D | -8.2% | -4.6% | -3.6% | -5.9% |
| 3M | -19.1% | -0.7% | -18.4% | -19.1% |
| 6M | -32.6% | +22.2% | -54.8% | -39.7% |
| YTD | -40.7% | +6.6% | -47.3% | -43.3% |
| 1Y | -48.9% | +5.8% | -54.7% | -51.0% |
| 3Y | -59.2% | +11.6% | -70.8% | -63.1% |
| All | -74.7% | -39.3% | -35.4% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling