-60.9%
NKE vs USB
+102.0%
-162.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +0.5% | +1.4% | -0.9% | -0.1% |
| 30D | +11.4% | +6.4% | +5.0% | +8.5% |
| 3M | -7.2% | -4.5% | -2.7% | -5.5% |
| 6M | -10.7% | +11.4% | -22.0% | -15.1% |
| YTD | -37.7% | +17.1% | -54.8% | -42.2% |
| 1Y | -34.3% | +32.6% | -66.9% | -42.4% |
| 3Y | -60.9% | +101.8% | -162.8% | -70.2% |
| All | -60.9% | +102.0% | -162.9% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling