-62.3%
NKE vs USAR
+74.5%
-136.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.1% | +2.3% | -2.4% | 0.0% |
| 30D | -7.7% | -8.6% | +1.0% | -7.7% |
| 3M | -10.9% | -20.5% | +9.6% | -10.9% |
| 6M | -31.9% | +1.2% | -33.1% | -31.7% |
| YTD | -38.6% | +48.4% | -87.0% | -38.0% |
| 1Y | -46.9% | +30.6% | -77.5% | -46.1% |
| 3Y | -58.2% | +73.6% | -131.8% | -61.0% |
| All | -62.3% | +74.5% | -136.8% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling