+386.9%
META vs NKE
-21.1%
+408.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | +6.0% | -0.1% | +6.1% | +6.1% |
| 30D | +3.6% | -7.7% | +11.3% | +6.9% |
| 3M | +4.9% | -10.9% | +15.8% | +9.7% |
| 6M | -4.7% | -31.9% | +27.2% | +10.2% |
| YTD | -6.9% | -38.6% | +31.7% | +12.0% |
| 1Y | -18.2% | -46.9% | +28.7% | +3.6% |
| 3Y | +107.8% | -58.2% | +165.9% | +173.6% |
| 5Y | +63.9% | -74.0% | +137.9% | +167.3% |
| All | +386.9% | -21.1% | +408.1% | +426.8% |
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