+95.1%
META vs NKE
-61.3%
+156.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.4% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -15.4% | +12.3% | -27.7% | -17.8% |
| 3M | +3.5% | -7.1% | +10.7% | +5.1% |
| 6M | -0.3% | -10.3% | +10.1% | +1.9% |
| YTD | -7.3% | -37.8% | +30.5% | +1.8% |
| 1Y | -1.1% | -35.6% | +34.5% | +7.4% |
| 3Y | +95.1% | -61.4% | +156.5% | +119.0% |
| All | +95.1% | -61.3% | +156.4% | +119.0% |
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 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