-39.2%
NKE vs URI
+34.6%
-73.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -4.6% | +9.3% | -13.9% | -5.3% |
| 30D | +6.9% | +7.6% | -0.7% | +6.0% |
| 3M | -5.8% | +1.0% | -6.8% | -6.1% |
| 6M | -9.1% | +19.8% | -28.9% | -11.5% |
| YTD | -39.2% | +41.9% | -81.0% | -43.1% |
| 1Y | -39.2% | +33.4% | -72.6% | -41.0% |
| All | -39.2% | +34.6% | -73.8% | -41.0% |
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