+1,661.4%
TSLA vs DBX
+20.1%
+1,641.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -4.8% |
| 7D | +1.5% | -2.4% | +4.0% | +2.7% |
| 30D | +10.1% | -0.5% | +10.6% | +10.3% |
| 3M | -15.4% | +28.1% | -43.4% | -24.9% |
| 6M | -12.8% | +33.1% | -45.9% | -25.5% |
| YTD | -21.3% | +25.3% | -46.6% | -30.9% |
| 1Y | +4.6% | +18.3% | -13.8% | -6.4% |
| 3Y | +44.5% | +25.0% | +19.5% | +22.5% |
| 5Y | +44.8% | +7.5% | +37.3% | +27.2% |
| All | +1,661.4% | +20.1% | +1,641.3% | +1,253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling