-75.3%
NKE vs URI
+203.0%
-278.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | -1.6% | +6.7% | -8.3% | -3.5% |
| 30D | +7.6% | +8.9% | -1.2% | +4.6% |
| 3M | -6.9% | +0.5% | -7.4% | -7.6% |
| 6M | -8.5% | +20.7% | -29.2% | -15.2% |
| YTD | -38.8% | +40.0% | -78.8% | -47.2% |
| 1Y | -40.6% | +34.4% | -75.0% | -48.0% |
| 3Y | -60.9% | +149.5% | -210.4% | -75.1% |
| All | -75.3% | +203.0% | -278.3% | -87.6% |
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