+128.2%
NKE vs URA
-31.1%
+159.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -8.6% | +7.4% | -16.0% | -10.2% |
| 3M | -11.0% | -8.4% | -2.6% | -10.0% |
| 6M | -33.2% | -12.7% | -20.5% | -32.3% |
| YTD | -38.1% | +7.8% | -45.9% | -40.9% |
| 1Y | -47.4% | +19.5% | -66.8% | -51.7% |
| 3Y | -59.8% | +116.4% | -176.2% | -69.5% |
| 5Y | -74.2% | +134.3% | -208.5% | -81.6% |
| 10Y | -23.5% | +359.3% | -382.7% | -56.7% |
| All | +128.2% | -31.1% | +159.3% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling