-37.3%
NKE vs USB
+32.1%
-69.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.4% | -0.5% | -4.8% | -5.1% |
| 30D | +8.4% | +5.7% | +2.7% | +6.1% |
| 3M | -6.3% | -4.7% | -1.6% | -4.8% |
| 6M | -7.8% | +13.4% | -21.2% | -12.8% |
| YTD | -38.3% | +17.0% | -55.3% | -42.4% |
| 1Y | -37.3% | +32.4% | -69.7% | -46.6% |
| All | -37.3% | +32.1% | -69.5% | -46.6% |
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 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