+3,009.1%
TSLA vs DAR
+290.1%
+2,719.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.1% | +0.8% |
| 7D | +1.5% | +3.6% | -2.1% | +0.1% |
| 30D | +3.4% | -11.3% | +14.7% | +8.5% |
| 3M | +17.4% | -13.1% | +30.6% | +23.5% |
| 6M | -12.2% | -15.1% | +2.9% | -7.2% |
| YTD | -13.1% | +50.5% | -63.6% | -29.1% |
| 1Y | -11.1% | +57.9% | -69.0% | -29.3% |
| 3Y | +82.1% | +28.9% | +53.1% | +50.3% |
| 5Y | +10.3% | -31.4% | +41.7% | +16.8% |
| 10Y | +3,009.1% | +301.0% | +2,708.1% | +1,486.0% |
| All | +3,009.1% | +290.1% | +2,719.1% | +1,486.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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