+6,192.3%
NKE vs USB
+8,078.7%
-1,886.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.3% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +12.3% | +5.8% | +6.5% | +10.4% |
| 3M | -7.1% | -6.0% | -1.2% | -5.4% |
| 6M | -10.3% | +7.8% | -18.1% | -12.6% |
| YTD | -37.8% | +14.6% | -52.4% | -40.6% |
| 1Y | -35.6% | +31.8% | -67.4% | -41.0% |
| 3Y | -61.4% | +91.5% | -152.9% | -68.8% |
| 5Y | -76.2% | +22.0% | -98.2% | -78.3% |
| 10Y | -10.7% | +96.1% | -106.7% | -31.4% |
| All | +6,192.3% | +8,078.7% | -1,886.4% | +1,941.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling