+46.5%
TSLA vs DFNS
-99.9%
+146.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.0% |
| 7D | +3.4% | +0.8% | +2.6% | +3.4% |
| 30D | +12.0% | -73.2% | +85.3% | +12.7% |
| 3M | -10.0% | -72.4% | +62.5% | -10.8% |
| 6M | -7.2% | -95.2% | +88.0% | -7.4% |
| YTD | -18.1% | -98.0% | +79.8% | -18.0% |
| 1Y | +6.3% | -98.3% | +104.5% | +6.4% |
| 3Y | +48.2% | -99.9% | +148.0% | +38.2% |
| 5Y | +46.5% | -99.9% | +146.4% | +47.9% |
| All | +46.5% | -99.9% | +146.4% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling