+4.6%
TSLA vs DG
+23.4%
-18.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.0% |
| 7D | +1.5% | +8.4% | -6.9% | +1.1% |
| 30D | +10.1% | +4.9% | +5.2% | +9.7% |
| 3M | -15.4% | +29.3% | -44.7% | -16.2% |
| 6M | -12.8% | -11.3% | -1.5% | -12.2% |
| YTD | -21.3% | +1.8% | -23.0% | -20.9% |
| 1Y | +4.6% | +25.3% | -20.7% | +3.6% |
| All | +4.6% | +23.4% | -18.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling