-59.2%
NKE vs UL
+20.7%
-79.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.2% | -3.4% | -0.8% | -3.1% |
| 30D | -8.2% | +0.5% | -8.7% | -8.3% |
| 3M | -19.1% | +7.2% | -26.3% | -20.6% |
| 6M | -32.6% | -3.1% | -29.6% | -32.3% |
| YTD | -40.7% | -2.7% | -38.0% | -40.5% |
| 1Y | -48.9% | -10.2% | -38.6% | -47.7% |
| 3Y | -59.2% | +20.3% | -79.5% | -61.9% |
| All | -59.2% | +20.7% | -79.9% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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