+1,560.5%
META vs NKE
+77.9%
+1,482.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -0.2% | -5.4% | +5.2% | +2.1% |
| 30D | -15.4% | +8.4% | -23.8% | -18.4% |
| 3M | +5.0% | -6.3% | +11.3% | +7.3% |
| 6M | +5.2% | -7.8% | +13.0% | +7.9% |
| YTD | -4.5% | -38.3% | +33.8% | +14.3% |
| 1Y | +0.6% | -37.3% | +37.9% | +18.8% |
| 3Y | +93.1% | -61.3% | +154.4% | +165.2% |
| 5Y | +93.7% | -74.8% | +168.5% | +220.3% |
| 10Y | +433.3% | -12.7% | +446.1% | +404.0% |
| All | +1,560.5% | +77.9% | +1,482.6% | +1,233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling