-49.1%
NKE vs URI
+5.1%
-54.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.6% |
| 7D | -5.5% | -0.5% | -5.1% | -5.5% |
| 30D | -10.4% | -13.4% | +2.9% | -9.2% |
| 3M | -15.8% | -6.2% | -9.6% | -15.7% |
| 6M | -33.4% | +28.0% | -61.4% | -36.9% |
| YTD | -41.0% | +23.0% | -64.0% | -44.2% |
| 1Y | -49.1% | +5.5% | -54.6% | -50.9% |
| All | -49.1% | +5.1% | -54.2% | -50.9% |
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