-47.4%
NKE vs UAL
+5.0%
-52.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -8.6% | -16.1% | +7.5% | -5.6% |
| 3M | -11.0% | +6.1% | -17.2% | -13.1% |
| 6M | -33.2% | +10.8% | -44.1% | -35.8% |
| YTD | -38.1% | -0.4% | -37.7% | -39.5% |
| 1Y | -47.4% | +5.0% | -52.4% | -50.1% |
| All | -47.4% | +5.0% | -52.3% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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