+15.5%
TSLA vs DFNS
-100.0%
+115.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.8% |
| 7D | +8.9% | -6.0% | +14.9% | +8.9% |
| 30D | +6.3% | -71.2% | +77.5% | +7.0% |
| 3M | +14.8% | -94.5% | +109.3% | +16.4% |
| 6M | -12.4% | -96.5% | +84.2% | -12.3% |
| YTD | -13.2% | -99.6% | +86.4% | -12.3% |
| 1Y | -2.9% | -99.7% | +96.8% | -1.9% |
| 3Y | +74.4% | -100.0% | +174.4% | +63.7% |
| All | +15.5% | -100.0% | +115.5% | +23.5% |
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 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