-40.6%
NKE vs U
+33.7%
-74.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | +0.3% |
| 7D | -1.6% | +2.6% | -4.1% | -1.7% |
| 30D | +7.6% | +27.6% | -19.9% | +6.0% |
| 3M | -6.9% | +15.3% | -22.2% | -7.8% |
| 6M | -8.5% | +96.4% | -104.9% | -12.6% |
| YTD | -38.8% | +19.6% | -58.4% | -42.5% |
| 1Y | -40.6% | +42.1% | -82.7% | -43.6% |
| All | -40.6% | +33.7% | -74.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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