+23,636.9%
TSLA vs DAR
+598.5%
+23,038.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.9% | +3.7% |
| 7D | -6.4% | -2.8% | -3.6% | -5.2% |
| 30D | -1.2% | -12.8% | +11.6% | +4.1% |
| 3M | +15.1% | -11.6% | +26.6% | +19.8% |
| 6M | -11.7% | -16.8% | +5.0% | -6.3% |
| YTD | -15.9% | +45.9% | -61.9% | -29.4% |
| 1Y | -12.0% | +61.5% | -73.5% | -29.4% |
| 3Y | +80.0% | +23.0% | +57.1% | +54.4% |
| 5Y | +10.8% | -35.8% | +46.7% | +19.8% |
| 10Y | +2,883.7% | +280.4% | +2,603.3% | +1,463.3% |
| All | +23,636.9% | +598.5% | +23,038.4% | +9,379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling