+2,890.5%
TSLA vs DECK
+901.0%
+1,989.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.0% | -9.3% | -5.8% |
| 7D | -4.7% | +10.4% | -15.1% | -8.7% |
| 30D | +1.7% | +11.1% | -9.4% | -3.0% |
| 3M | +17.7% | -10.8% | +28.4% | +22.4% |
| 6M | -1.9% | -8.7% | +6.9% | +0.4% |
| YTD | -14.3% | -14.0% | -0.3% | -11.4% |
| 1Y | -13.3% | +12.0% | -25.3% | -20.4% |
| 3Y | +75.1% | -10.5% | +85.6% | +63.6% |
| 5Y | -6.0% | +28.5% | -34.5% | -28.3% |
| All | +2,890.5% | +901.0% | +1,989.4% | +1,137.7% |
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