+2,681.1%
TSLA vs DECK
+874.1%
+1,807.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.7% |
| 7D | -10.4% | +5.8% | -16.2% | -12.6% |
| 30D | -5.2% | +7.9% | -13.1% | -8.5% |
| 3M | +12.1% | -11.4% | +23.5% | +17.0% |
| 6M | -10.2% | -16.6% | +6.4% | -4.5% |
| YTD | -20.3% | -16.4% | -4.0% | -16.6% |
| 1Y | -19.7% | +8.6% | -28.3% | -25.3% |
| 3Y | +63.4% | -15.1% | +78.5% | +56.2% |
| 5Y | -12.1% | +22.9% | -34.9% | -31.6% |
| All | +2,681.1% | +874.1% | +1,807.0% | +1,064.6% |
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