+257.8%
TSLA vs DFNS
-100.0%
+357.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.8% | -12.4% | +0.4% |
| 7D | -4.7% | -37.0% | +32.3% | -4.5% |
| 30D | -0.8% | -63.4% | +62.6% | -0.3% |
| 3M | +14.8% | -94.1% | +108.8% | +16.3% |
| 6M | -11.3% | -96.3% | +85.0% | -11.3% |
| YTD | -15.6% | -99.6% | +84.0% | -14.8% |
| 1Y | -14.7% | -99.7% | +85.0% | -13.8% |
| 3Y | +76.9% | -100.0% | +176.9% | +64.8% |
| 5Y | +6.7% | -100.0% | +106.7% | +8.5% |
| All | +257.8% | -100.0% | +357.7% | +266.8% |
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