+1,324.4%
NKE vs EL
+1,648.4%
-324.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -0.1% | +1.7% | -1.7% | -0.7% |
| 30D | -7.7% | +15.5% | -23.2% | -12.7% |
| 3M | -10.9% | +20.6% | -31.5% | -17.1% |
| 6M | -31.9% | +10.5% | -42.3% | -35.4% |
| YTD | -38.6% | -1.9% | -36.7% | -39.9% |
| 1Y | -46.9% | +16.1% | -63.0% | -51.5% |
| 3Y | -58.2% | -30.2% | -27.9% | -57.0% |
| 5Y | -74.0% | -67.4% | -6.6% | -65.4% |
| 10Y | -21.6% | +31.2% | -52.8% | -34.3% |
| All | +1,324.4% | +1,648.4% | -324.0% | +454.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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