-74.9%
NKE vs URA
+132.7%
-207.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.7% |
| 7D | -2.3% | +5.7% | -8.1% | -3.3% |
| 30D | -10.4% | +5.6% | -16.0% | -11.4% |
| 3M | -15.5% | +6.2% | -21.7% | -16.7% |
| 6M | -32.6% | -8.2% | -24.4% | -32.4% |
| YTD | -39.8% | +9.7% | -49.5% | -42.4% |
| 1Y | -47.6% | +17.0% | -64.6% | -51.3% |
| 3Y | -59.0% | +118.5% | -177.5% | -69.2% |
| 5Y | -74.9% | +134.3% | -209.3% | -82.5% |
| All | -74.9% | +132.7% | -207.7% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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