-47.4%
NKE vs USB
+35.1%
-82.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.0% | +1.4% | -3.4% | -2.5% |
| 30D | -8.6% | -1.3% | -7.3% | -8.2% |
| 3M | -11.0% | +15.2% | -26.3% | -16.0% |
| 6M | -33.2% | +18.8% | -52.1% | -38.0% |
| YTD | -38.1% | +21.0% | -59.1% | -42.9% |
| 1Y | -47.4% | +34.0% | -81.4% | -55.4% |
| All | -47.4% | +35.1% | -82.5% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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