-63.8%
NKE vs USAR
+58.5%
-122.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.0% | +4.0% | -2.0% |
| 7D | -5.5% | -9.3% | +3.8% | -5.6% |
| 30D | -10.4% | -15.2% | +4.7% | -10.5% |
| 3M | -15.8% | -21.1% | +5.3% | -15.8% |
| 6M | -33.4% | -21.6% | -11.9% | -33.5% |
| YTD | -41.0% | +34.8% | -75.8% | -40.4% |
| 1Y | -49.1% | +15.6% | -64.7% | -48.4% |
| 3Y | -59.8% | +57.7% | -117.5% | -62.5% |
| All | -63.8% | +58.5% | -122.3% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling