-75.3%
NKE vs UAL
+117.7%
-193.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.1% |
| 7D | -1.6% | -3.0% | +1.5% | -0.8% |
| 30D | +7.6% | +10.5% | -2.8% | +4.5% |
| 3M | -6.9% | -13.5% | +6.6% | -3.6% |
| 6M | -8.5% | +14.2% | -22.7% | -13.2% |
| YTD | -38.8% | -2.2% | -36.6% | -40.0% |
| 1Y | -40.6% | +12.5% | -53.1% | -44.2% |
| 3Y | -60.9% | +186.8% | -247.7% | -74.1% |
| All | -75.3% | +117.7% | -193.1% | -83.7% |
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