-9.8%
NKE vs USB
+94.3%
-104.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +2.3% |
| 7D | +1.9% | +0.8% | +1.2% | +1.7% |
| 30D | +14.9% | +6.8% | +8.1% | +11.8% |
| 3M | -3.4% | -3.8% | +0.4% | -1.8% |
| 6M | -7.9% | +11.7% | -19.6% | -12.5% |
| YTD | -35.8% | +17.5% | -53.2% | -40.4% |
| 1Y | -32.6% | +33.8% | -66.3% | -40.8% |
| 3Y | -60.0% | +104.2% | -164.3% | -71.2% |
| 5Y | -74.9% | +26.4% | -101.3% | -78.3% |
| 10Y | -9.8% | +89.2% | -99.0% | -34.0% |
| All | -9.8% | +94.3% | -104.1% | -34.0% |
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