+2,568.3%
TSLA vs DECK
+885.7%
+1,682.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.2% | -10.1% |
| 7D | -14.8% | +6.0% | -20.8% | -16.9% |
| 30D | -9.7% | +7.4% | -17.2% | -12.7% |
| 3M | +6.9% | -11.7% | +18.5% | +11.7% |
| 6M | -11.7% | -11.0% | -0.8% | -8.7% |
| YTD | -23.6% | -15.4% | -8.2% | -20.4% |
| 1Y | -25.6% | +7.2% | -32.9% | -30.4% |
| 3Y | +56.3% | -11.8% | +68.1% | +47.0% |
| 5Y | -15.6% | +24.3% | -40.0% | -34.7% |
| All | +2,568.3% | +885.7% | +1,682.6% | +1,012.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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