+4.6%
TSLA vs DD
+41.5%
-36.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.0% |
| 7D | +1.5% | -3.5% | +5.0% | +2.8% |
| 30D | +10.1% | -10.3% | +20.4% | +14.5% |
| 3M | -15.4% | -7.5% | -7.8% | -13.0% |
| 6M | -12.8% | -8.0% | -4.8% | -10.8% |
| YTD | -21.3% | +10.5% | -31.7% | -21.7% |
| 1Y | +4.6% | +38.3% | -33.7% | -1.5% |
| All | +4.6% | +41.5% | -36.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling