-13.0%
NKE vs USB
+82.2%
-95.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -4.6% | +1.2% | -5.8% | -5.0% |
| 30D | +6.9% | +6.3% | +0.6% | +4.2% |
| 3M | -5.8% | -6.1% | +0.3% | -3.3% |
| 6M | -9.1% | +13.0% | -22.1% | -14.0% |
| YTD | -39.2% | +16.6% | -55.7% | -43.3% |
| 1Y | -39.2% | +31.1% | -70.4% | -46.2% |
| 3Y | -61.8% | +100.9% | -162.8% | -72.3% |
| 5Y | -75.5% | +24.5% | -100.1% | -78.7% |
| All | -13.0% | +82.2% | -95.3% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling