-14.3%
META vs NKE
-47.9%
+33.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.5% | +7.0% |
| 7D | +10.3% | -2.3% | +12.6% | +10.8% |
| 30D | +9.9% | -10.4% | +20.2% | +12.5% |
| 3M | +11.9% | -15.5% | +27.4% | +15.7% |
| 6M | +1.2% | -32.6% | +33.8% | +6.6% |
| YTD | -0.8% | -39.8% | +39.0% | +5.9% |
| 1Y | -14.3% | -47.6% | +33.2% | -9.0% |
| All | -14.3% | -47.9% | +33.5% | -9.0% |
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