-75.5%
NKE vs U
-68.9%
-6.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.8% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -10.4% | -4.1% | -6.3% | -9.8% |
| 3M | -15.8% | +57.8% | -73.6% | -22.1% |
| 6M | -33.4% | +103.5% | -136.9% | -41.1% |
| YTD | -41.0% | -4.8% | -36.2% | -42.2% |
| 1Y | -49.1% | -2.4% | -46.7% | -50.9% |
| 3Y | -59.8% | +11.7% | -71.5% | -64.5% |
| 5Y | -75.5% | -68.9% | -6.6% | -77.0% |
| All | -75.5% | -68.9% | -6.6% | -77.0% |
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