-47.4%
NKE vs URI
+7.3%
-54.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | -2.0% | -2.0% | 0.0% | -1.8% |
| 30D | -8.6% | -12.9% | +4.4% | -7.4% |
| 3M | -11.0% | -6.7% | -4.3% | -10.7% |
| 6M | -33.2% | +19.0% | -52.2% | -35.3% |
| YTD | -38.1% | +25.5% | -63.7% | -41.5% |
| 1Y | -47.4% | +5.5% | -52.9% | -48.9% |
| All | -47.4% | +7.3% | -54.6% | -48.9% |
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