-75.5%
NKE vs ENB
+61.9%
-137.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.9% | -0.5% |
| 7D | -5.5% | -4.6% | -1.0% | -3.9% |
| 30D | -10.4% | -5.2% | -5.2% | -8.7% |
| 3M | -15.8% | -13.4% | -2.4% | -11.3% |
| 6M | -33.4% | -7.8% | -25.6% | -31.9% |
| YTD | -41.0% | +4.9% | -45.9% | -43.2% |
| 1Y | -49.1% | +3.2% | -52.3% | -50.7% |
| 3Y | -59.8% | +71.0% | -130.8% | -71.6% |
| 5Y | -75.5% | +64.0% | -139.5% | -81.5% |
| All | -75.5% | +61.9% | -137.4% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling