-74.9%
NKE vs UAL
+136.8%
-211.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -2.3% | -1.1% | -1.2% | -2.0% |
| 30D | -10.4% | -13.4% | +3.1% | -6.9% |
| 3M | -15.5% | -2.3% | -13.2% | -15.7% |
| 6M | -32.6% | +13.3% | -46.0% | -36.1% |
| YTD | -39.8% | -4.2% | -35.6% | -40.5% |
| 1Y | -47.6% | +1.4% | -49.0% | -49.3% |
| 3Y | -59.0% | +125.8% | -184.8% | -70.3% |
| 5Y | -74.9% | +130.0% | -204.9% | -83.1% |
| All | -74.9% | +136.8% | -211.7% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling