+75.7%
TSLA vs DECK
-11.0%
+86.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.0% | -9.3% | -5.3% |
| 7D | -4.7% | +10.4% | -15.1% | -8.0% |
| 30D | +1.7% | +11.1% | -9.4% | -2.2% |
| 3M | +17.7% | -10.8% | +28.4% | +21.8% |
| 6M | -1.9% | -8.7% | +6.9% | +0.2% |
| YTD | -14.3% | -14.0% | -0.3% | -11.6% |
| 1Y | -13.3% | +12.0% | -25.3% | -19.4% |
| All | +75.7% | -11.0% | +86.7% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling