+81.9%
META vs NKE
-76.0%
+157.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -15.4% | +12.3% | -27.7% | -19.6% |
| 3M | +3.5% | -7.1% | +10.7% | +6.2% |
| 6M | -0.3% | -10.3% | +10.1% | +3.5% |
| YTD | -7.3% | -37.8% | +30.5% | +10.8% |
| 1Y | -1.1% | -35.6% | +34.5% | +15.4% |
| 3Y | +95.1% | -61.4% | +156.5% | +172.9% |
| All | +81.9% | -76.0% | +157.9% | +261.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling