+96.8%
META vs NKE
-61.3%
+158.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +5.2% | -1.6% | +6.7% | +5.6% |
| 30D | -13.0% | +7.6% | -20.6% | -14.6% |
| 3M | +7.9% | -6.9% | +14.8% | +9.5% |
| 6M | +4.2% | -8.5% | +12.8% | +6.2% |
| YTD | -2.5% | -38.8% | +36.3% | +7.5% |
| 1Y | +5.6% | -40.6% | +46.1% | +16.9% |
| 3Y | +96.8% | -60.9% | +157.7% | +130.3% |
| All | +96.8% | -61.3% | +158.1% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling