-48.9%
NKE vs USAR
+13.1%
-61.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.5% |
| 7D | -4.2% | -11.6% | +7.5% | -4.0% |
| 30D | -8.2% | -15.5% | +7.3% | -8.0% |
| 3M | -19.1% | -31.0% | +11.9% | -18.4% |
| 6M | -32.6% | -26.2% | -6.4% | -32.8% |
| YTD | -40.7% | +30.8% | -71.5% | -41.0% |
| 1Y | -48.9% | +7.1% | -55.9% | -47.5% |
| All | -48.9% | +13.1% | -61.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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