-31.7%
NKE vs UMC
+112.5%
-144.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +5.1% |
| 7D | +9.0% | -14.7% | +23.7% | +8.0% |
| 30D | +19.2% | -32.9% | +52.1% | +16.9% |
| 3M | -1.5% | -22.2% | +20.7% | -2.7% |
| 6M | -4.2% | +25.9% | -30.1% | -6.0% |
| YTD | -34.8% | +107.9% | -142.7% | -30.9% |
| 1Y | -31.7% | +115.0% | -146.7% | -27.6% |
| All | -31.7% | +112.5% | -144.2% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling