+0.8%
META vs NKE
-33.0%
+33.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +0.4% |
| 7D | +2.9% | +9.0% | -6.1% | +1.0% |
| 30D | -15.1% | +19.2% | -34.3% | -18.4% |
| 3M | +7.2% | -1.5% | +8.7% | +7.5% |
| 6M | +3.4% | -4.2% | +7.6% | +4.2% |
| YTD | -4.3% | -34.8% | +30.5% | -0.5% |
| 1Y | +0.8% | -31.7% | +32.5% | +5.1% |
| All | +0.8% | -33.0% | +33.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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