+6,112.4%
NKE vs ECL
+12,954.7%
-6,842.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.1% | -0.8% | +0.7% | +0.3% |
| 30D | -7.7% | -2.5% | -5.2% | -6.6% |
| 3M | -10.9% | +8.3% | -19.3% | -14.2% |
| 6M | -31.9% | -1.1% | -30.8% | -31.8% |
| YTD | -38.6% | +6.5% | -45.1% | -40.6% |
| 1Y | -46.9% | +2.1% | -49.0% | -47.8% |
| 3Y | -58.2% | +57.6% | -115.8% | -66.5% |
| 5Y | -74.0% | +28.1% | -102.1% | -77.4% |
| 10Y | -21.6% | +153.2% | -174.8% | -50.2% |
| All | +6,112.4% | +12,954.7% | -6,842.3% | +954.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling