-48.9%
NKE vs U
+1.1%
-50.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.2% |
| 7D | -4.2% | +5.5% | -9.7% | -4.5% |
| 30D | -8.2% | -1.3% | -6.9% | -8.1% |
| 3M | -19.1% | +64.6% | -83.7% | -21.7% |
| 6M | -32.6% | +119.4% | -152.0% | -35.5% |
| YTD | -40.7% | -0.5% | -40.2% | -42.4% |
| 1Y | -48.9% | +1.3% | -50.1% | -51.5% |
| All | -48.9% | +1.1% | -50.0% | -51.5% |
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