-74.7%
NKE vs UL
+18.7%
-93.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -4.2% | -3.4% | -0.8% | -2.8% |
| 30D | -8.2% | +0.5% | -8.7% | -8.3% |
| 3M | -19.1% | +7.2% | -26.3% | -21.2% |
| 6M | -32.6% | -3.1% | -29.6% | -32.0% |
| YTD | -40.7% | -2.7% | -38.0% | -40.3% |
| 1Y | -48.9% | -10.2% | -38.6% | -47.0% |
| 3Y | -59.2% | +20.3% | -79.5% | -63.4% |
| All | -74.7% | +18.7% | -93.4% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling