-75.3%
NKE vs U
-73.3%
-2.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -0.2% |
| 7D | -1.6% | +2.6% | -4.1% | -2.0% |
| 30D | +7.6% | +27.6% | -19.9% | +3.3% |
| 3M | -6.9% | +15.3% | -22.2% | -9.5% |
| 6M | -8.5% | +96.4% | -104.9% | -18.8% |
| YTD | -38.8% | +19.6% | -58.4% | -42.5% |
| 1Y | -40.6% | +42.1% | -82.7% | -46.0% |
| 3Y | -60.9% | +87.5% | -148.4% | -68.5% |
| All | -75.3% | -73.3% | -2.0% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling