+246.5%
TSLA vs DFNS
-99.9%
+346.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.1% |
| 7D | +3.0% | +4.6% | -1.6% | +3.0% |
| 30D | +11.2% | -73.9% | +85.0% | +11.8% |
| 3M | -7.3% | -71.7% | +64.4% | -8.1% |
| 6M | -7.7% | -94.6% | +86.8% | -8.0% |
| YTD | -18.2% | -98.1% | +79.9% | -18.1% |
| 1Y | +6.0% | -98.3% | +104.3% | +6.2% |
| 3Y | +48.0% | -99.9% | +147.9% | +36.9% |
| 5Y | +46.2% | -99.9% | +146.0% | +47.9% |
| All | +246.5% | -99.9% | +346.3% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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