+971.7%
NKE vs URI
+7,134.6%
-6,162.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | -2.0% | -2.0% | 0.0% | -1.6% |
| 30D | -8.6% | -12.9% | +4.4% | -6.0% |
| 3M | -11.0% | -6.7% | -4.3% | -10.2% |
| 6M | -33.2% | +19.0% | -52.2% | -36.5% |
| YTD | -38.1% | +25.5% | -63.7% | -42.0% |
| 1Y | -47.4% | +5.5% | -52.9% | -48.9% |
| 3Y | -59.8% | +111.3% | -171.1% | -67.0% |
| 5Y | -74.2% | +198.6% | -272.8% | -80.5% |
| 10Y | -23.5% | +1,179.9% | -1,203.4% | -58.8% |
| All | +971.7% | +7,134.6% | -6,162.9% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling