-66.8%
NKE vs EOSE
-60.6%
-6.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -4.2% | +1.8% | -6.0% | -4.3% |
| 30D | -8.2% | -6.8% | -1.4% | -8.1% |
| 3M | -19.1% | -36.3% | +17.2% | -17.7% |
| 6M | -32.6% | -38.8% | +6.1% | -32.0% |
| YTD | -40.7% | -65.5% | +24.8% | -39.0% |
| 1Y | -48.9% | -45.3% | -3.6% | -49.4% |
| 3Y | -59.2% | +44.2% | -103.4% | -64.5% |
| 5Y | -75.3% | -69.5% | -5.8% | -79.5% |
| All | -66.8% | -60.6% | -6.2% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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