-33.4%
NKE vs UMC
+134.2%
-167.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -2.0% |
| 7D | -5.5% | +11.4% | -16.9% | -5.2% |
| 30D | -10.4% | +16.8% | -27.2% | -10.0% |
| 3M | -15.8% | +19.1% | -34.9% | -18.7% |
| 6M | -33.4% | +137.4% | -170.9% | -41.7% |
| All | -33.4% | +134.2% | -167.6% | -41.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling