+2,664.3%
TSLA vs NKE
-22.6%
+2,686.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +3.2% | -4.2% | +7.4% | +5.4% |
| 30D | +11.6% | -8.2% | +19.8% | +16.3% |
| 3M | -8.4% | -19.1% | +10.6% | +1.2% |
| 6M | -10.4% | -32.6% | +22.2% | +7.3% |
| YTD | -18.7% | -40.7% | +22.0% | +3.5% |
| 1Y | -0.9% | -48.9% | +47.9% | +34.9% |
| 3Y | +33.6% | -59.2% | +92.8% | +91.9% |
| 5Y | +48.9% | -75.3% | +124.2% | +184.7% |
| All | +2,664.3% | -22.6% | +2,686.9% | +2,528.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling