-24.0%
NKE vs URI
+1,233.9%
-1,257.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -2.1% | -2.1% | -3.6% |
| 30D | -8.2% | -12.4% | +4.2% | -4.6% |
| 3M | -19.1% | -7.3% | -11.8% | -17.9% |
| 6M | -32.6% | +27.2% | -59.8% | -38.9% |
| YTD | -40.7% | +23.0% | -63.7% | -46.0% |
| 1Y | -48.9% | +3.9% | -52.8% | -51.0% |
| 3Y | -59.2% | +121.6% | -180.9% | -70.7% |
| 5Y | -75.3% | +201.1% | -276.4% | -84.4% |
| All | -24.0% | +1,233.9% | -1,257.9% | -68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling