+48.4%
RSP vs NKE
-75.5%
+123.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.4% | -1.6% | +3.9% | +2.8% |
| 30D | +4.3% | +7.6% | -3.3% | +2.3% |
| 3M | -0.3% | -6.9% | +6.5% | +1.3% |
| 6M | +9.8% | -8.5% | +18.3% | +11.6% |
| YTD | +16.8% | -38.8% | +55.6% | +31.2% |
| 1Y | +19.5% | -40.6% | +60.1% | +34.8% |
| 3Y | +65.1% | -60.9% | +126.1% | +102.7% |
| All | +48.4% | -75.5% | +123.9% | +116.8% |
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 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