-63.0%
NKE vs U
-44.5%
-18.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.0% | -3.8% | +1.8% | -1.5% |
| 30D | -8.6% | +17.5% | -26.0% | -10.9% |
| 3M | -11.0% | +38.7% | -49.8% | -15.6% |
| 6M | -33.2% | +104.4% | -137.6% | -40.4% |
| YTD | -38.1% | -5.7% | -32.5% | -39.2% |
| 1Y | -47.4% | +3.7% | -51.0% | -49.7% |
| 3Y | -59.8% | +12.3% | -72.1% | -64.2% |
| 5Y | -74.2% | -68.8% | -5.4% | -75.9% |
| All | -63.0% | -44.5% | -18.6% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling