-31.7%
NKE vs URI
+33.3%
-65.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.4% | +9.6% | +5.5% |
| 7D | +9.0% | -4.3% | +13.3% | +9.3% |
| 30D | +19.2% | +4.6% | +14.6% | +18.6% |
| 3M | -1.5% | -2.1% | +0.7% | -1.5% |
| 6M | -4.2% | +21.9% | -26.1% | -6.9% |
| YTD | -34.8% | +39.7% | -74.5% | -38.7% |
| 1Y | -31.7% | +32.9% | -64.6% | -34.8% |
| All | -31.7% | +33.3% | -65.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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