+2,664.3%
TSLA vs DG
+101.8%
+2,562.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +3.2% | -6.5% | +9.7% | +4.5% |
| 30D | +11.6% | +4.2% | +7.4% | +10.6% |
| 3M | -8.4% | +9.5% | -18.0% | -10.3% |
| 6M | -10.4% | -13.1% | +2.7% | -8.5% |
| YTD | -18.7% | -4.8% | -13.9% | -18.7% |
| 1Y | -0.9% | +20.6% | -21.5% | -6.0% |
| 3Y | +33.6% | +4.9% | +28.6% | +25.7% |
| 5Y | +48.9% | -37.9% | +86.8% | +67.1% |
| All | +2,664.3% | +101.8% | +2,562.5% | +2,326.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling