+48.2%
TSLA vs DD
+47.1%
+1.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.4% | -0.6% | +4.0% | +3.7% |
| 30D | +12.0% | -7.4% | +19.5% | +16.7% |
| 3M | -10.0% | -6.4% | -3.5% | -6.7% |
| 6M | -7.2% | -2.5% | -4.7% | -6.5% |
| YTD | -18.1% | +10.2% | -28.4% | -23.7% |
| 1Y | +6.3% | +36.9% | -30.7% | -14.2% |
| 3Y | +48.2% | +47.0% | +1.1% | +9.2% |
| All | +48.2% | +47.1% | +1.1% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling