-60.9%
NKE vs ECL
+79.8%
-140.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | -1.6% | +2.9% | -4.4% | -2.9% |
| 30D | +7.6% | +7.5% | +0.1% | +4.1% |
| 3M | -6.9% | +12.2% | -19.1% | -11.7% |
| 6M | -8.5% | +24.6% | -33.1% | -17.4% |
| YTD | -38.8% | +18.8% | -57.6% | -43.7% |
| 1Y | -40.6% | +19.3% | -59.9% | -45.5% |
| 3Y | -60.9% | +78.2% | -139.1% | -66.5% |
| All | -60.9% | +79.8% | -140.7% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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