+1,708.5%
TSLA vs DBX
+20.9%
+1,687.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | -3.4% | -1.8% | -1.6% | -2.7% |
| 30D | +9.2% | +2.8% | +6.4% | +7.7% |
| 3M | -4.7% | +26.8% | -31.5% | -15.1% |
| 6M | -8.9% | +32.8% | -41.7% | -22.1% |
| YTD | -19.2% | +26.1% | -45.2% | -29.3% |
| 1Y | +4.5% | +14.1% | -9.6% | -4.8% |
| 3Y | +46.3% | +25.7% | +20.6% | +23.6% |
| 5Y | +48.1% | +11.2% | +37.0% | +28.4% |
| All | +1,708.5% | +20.9% | +1,687.7% | +1,283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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