+203.4%
RSP vs NKE
-23.0%
+226.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | -3.1% | -5.5% | +2.4% | -1.3% |
| 30D | -3.4% | -10.4% | +7.0% | 0.0% |
| 3M | +3.6% | -15.8% | +19.4% | +9.1% |
| 6M | +9.0% | -33.4% | +42.4% | +23.1% |
| YTD | +12.2% | -41.0% | +53.2% | +31.9% |
| 1Y | +15.6% | -49.1% | +64.6% | +41.9% |
| 3Y | +51.6% | -59.8% | +111.4% | +93.1% |
| 5Y | +50.4% | -75.5% | +125.9% | +129.9% |
| All | +203.4% | -23.0% | +226.4% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 10y: compounded portfolio wealth divided by compounded NKE 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…
10y analysis · Full analysis span regression · 6 months rolling