-48.9%
NKE vs ENB
+2.1%
-50.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.4% |
| 7D | -4.2% | -4.7% | +0.5% | -4.7% |
| 30D | -8.2% | -5.9% | -2.3% | -8.8% |
| 3M | -19.1% | -14.2% | -4.8% | -20.5% |
| 6M | -32.6% | -8.6% | -24.0% | -33.5% |
| YTD | -40.7% | +3.9% | -44.6% | -42.0% |
| 1Y | -48.9% | +1.8% | -50.7% | -50.7% |
| All | -48.9% | +2.1% | -50.9% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling