+1.9%
META vs NKE
-33.3%
+35.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +4.4% |
| 7D | +5.7% | +1.9% | +3.8% | +5.3% |
| 30D | -10.8% | +14.9% | -25.7% | -13.6% |
| 3M | +8.4% | -3.4% | +11.8% | +9.1% |
| 6M | +5.4% | -7.9% | +13.3% | +6.9% |
| YTD | -2.6% | -35.8% | +33.2% | +1.5% |
| All | +1.9% | -33.3% | +35.2% | +6.2% |
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