-75.3%
NKE vs USB
+25.1%
-100.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -1.6% | +2.6% | -4.1% | -2.6% |
| 30D | +7.6% | +8.4% | -0.8% | +4.1% |
| 3M | -6.9% | -5.5% | -1.3% | -4.7% |
| 6M | -8.5% | +17.7% | -26.2% | -14.9% |
| YTD | -38.8% | +17.6% | -56.4% | -43.2% |
| 1Y | -40.6% | +33.9% | -74.4% | -47.8% |
| 3Y | -60.9% | +103.8% | -164.7% | -71.7% |
| All | -75.3% | +25.1% | -100.4% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling