+80.0%
TSLA vs DAR
+21.9%
+58.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.9% | +4.0% |
| 7D | -6.4% | -2.8% | -3.6% | -5.4% |
| 30D | -1.2% | -12.8% | +11.6% | +3.2% |
| 3M | +15.1% | -11.6% | +26.6% | +18.8% |
| 6M | -11.7% | -16.8% | +5.0% | -7.2% |
| YTD | -15.9% | +45.9% | -61.9% | -29.3% |
| 1Y | -12.0% | +61.5% | -73.5% | -29.3% |
| 3Y | +80.0% | +23.0% | +57.1% | +56.2% |
| All | +80.0% | +21.9% | +58.2% | +56.2% |
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