+50.5%
RSP vs NKE
-75.2%
+125.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -1.8% | -2.3% | +0.5% | -1.2% |
| 30D | -2.5% | -10.4% | +7.8% | +0.1% |
| 3M | +3.0% | -15.5% | +18.5% | +7.1% |
| 6M | +8.9% | -32.6% | +41.5% | +19.4% |
| YTD | +13.0% | -39.8% | +52.8% | +27.5% |
| 1Y | +16.2% | -47.6% | +63.8% | +35.5% |
| 3Y | +52.7% | -59.0% | +111.7% | +83.1% |
| 5Y | +50.5% | -74.9% | +125.4% | +108.9% |
| All | +50.5% | -75.2% | +125.7% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling