+425.7%
META vs NKE
-7.9%
+433.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +3.8% |
| 7D | +5.7% | +1.9% | +3.8% | +4.9% |
| 30D | -10.8% | +14.9% | -25.7% | -15.9% |
| 3M | +8.4% | -3.4% | +11.8% | +9.4% |
| 6M | +5.4% | -7.9% | +13.3% | +8.2% |
| YTD | -2.6% | -35.8% | +33.2% | +14.6% |
| 1Y | +3.5% | -32.6% | +36.1% | +18.4% |
| 3Y | +102.0% | -60.0% | +162.0% | +173.9% |
| 5Y | +93.1% | -74.9% | +167.9% | +219.2% |
| 10Y | +425.7% | -9.8% | +435.4% | +441.3% |
| All | +425.7% | -7.9% | +433.5% | +441.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling