-57.8%
NKE vs UAL
+127.4%
-185.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.1% |
| 7D | -0.1% | +3.5% | -3.5% | -0.9% |
| 30D | -7.7% | -16.5% | +8.8% | -3.7% |
| 3M | -10.9% | +2.8% | -13.7% | -12.3% |
| 6M | -31.9% | +17.6% | -49.4% | -35.6% |
| YTD | -38.6% | -3.2% | -35.4% | -39.4% |
| 1Y | -46.9% | +0.4% | -47.4% | -48.3% |
| All | -57.8% | +127.4% | -185.2% | -68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling