-74.9%
NKE vs URI
+215.5%
-290.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | -2.3% | +5.0% | -7.3% | -3.8% |
| 30D | -10.4% | -9.4% | -1.0% | -7.8% |
| 3M | -15.5% | -5.8% | -9.6% | -14.6% |
| 6M | -32.6% | +25.8% | -58.5% | -39.0% |
| YTD | -39.8% | +27.9% | -67.7% | -46.3% |
| 1Y | -47.6% | +9.7% | -57.3% | -50.7% |
| 3Y | -59.0% | +128.0% | -187.0% | -72.9% |
| 5Y | -74.9% | +212.4% | -287.3% | -86.9% |
| All | -74.9% | +215.5% | -290.5% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling