+108.3%
META vs NKE
-58.1%
+166.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +6.7% | -2.0% | +8.7% | +7.2% |
| 30D | +4.8% | -8.6% | +13.3% | +6.9% |
| 3M | -1.6% | -11.0% | +9.4% | +1.0% |
| 6M | -7.5% | -33.2% | +25.8% | +0.3% |
| YTD | -6.4% | -38.1% | +31.7% | +3.0% |
| 1Y | -17.3% | -47.4% | +30.0% | -6.1% |
| All | +108.3% | -58.1% | +166.4% | +127.0% |
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