+863.2%
NKE vs UMC
+292.0%
+571.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | -4.2% | +9.0% | -13.2% | -5.7% |
| 30D | -8.2% | +17.2% | -25.4% | -11.0% |
| 3M | -19.1% | +11.4% | -30.5% | -22.4% |
| 6M | -32.6% | +137.5% | -170.1% | -44.6% |
| YTD | -40.7% | +193.1% | -233.8% | -53.6% |
| 1Y | -48.9% | +240.3% | -289.2% | -61.3% |
| 3Y | -59.2% | +262.2% | -321.4% | -69.9% |
| 5Y | -75.3% | +143.1% | -218.5% | -80.7% |
| 10Y | -23.1% | +1,853.0% | -1,876.1% | -61.2% |
| All | +863.2% | +292.0% | +571.2% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling