+5,990.1%
NKE vs ENB
+11,813.6%
-5,823.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -10.4% | -1.1% | -9.3% | -10.2% |
| 3M | -15.5% | -8.5% | -7.0% | -13.7% |
| 6M | -32.6% | -4.5% | -28.1% | -32.1% |
| YTD | -39.8% | +9.1% | -48.9% | -41.5% |
| 1Y | -47.6% | +8.0% | -55.5% | -48.9% |
| 3Y | -59.0% | +77.8% | -136.8% | -65.1% |
| 5Y | -74.9% | +69.4% | -144.3% | -78.4% |
| 10Y | -21.9% | +100.5% | -122.4% | -37.0% |
| All | +5,990.1% | +11,813.6% | -5,823.5% | +3,637.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling