-48.9%
NKE vs UMC
+238.8%
-287.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.6% |
| 7D | -4.2% | +9.0% | -13.2% | -3.9% |
| 30D | -8.2% | +17.2% | -25.4% | -7.7% |
| 3M | -19.1% | +11.4% | -30.5% | -19.6% |
| 6M | -32.6% | +137.5% | -170.1% | -33.9% |
| YTD | -40.7% | +193.1% | -233.8% | -40.7% |
| 1Y | -48.9% | +240.3% | -289.2% | -48.8% |
| All | -48.9% | +238.8% | -287.7% | -48.8% |
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