-48.9%
NKE vs UAL
+0.8%
-49.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.1% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | -8.2% | -12.2% | +4.0% | -6.0% |
| 3M | -19.1% | -2.5% | -16.6% | -19.5% |
| 6M | -32.6% | +21.1% | -53.7% | -36.3% |
| YTD | -40.7% | -1.8% | -38.9% | -41.9% |
| 1Y | -48.9% | +0.4% | -49.3% | -52.5% |
| All | -48.9% | +0.8% | -49.7% | -52.5% |
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