+48.2%
TSLA vs DAR
+14.9%
+33.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.0% | +2.9% |
| 7D | +3.4% | -0.9% | +4.3% | +3.7% |
| 30D | +12.0% | +13.0% | -0.9% | +6.9% |
| 3M | -10.0% | +15.0% | -25.0% | -14.9% |
| 6M | -7.2% | +26.8% | -34.0% | -16.4% |
| YTD | -18.1% | +86.4% | -104.6% | -37.0% |
| 1Y | +6.3% | +115.1% | -108.8% | -24.2% |
| 3Y | +48.2% | +14.6% | +33.5% | +54.4% |
| All | +48.2% | +14.9% | +33.3% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling