+4.5%
TSLA vs DG
+20.1%
-15.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -3.4% | -6.3% | +2.9% | -3.2% |
| 30D | +9.2% | +2.4% | +6.8% | +9.0% |
| 3M | -4.7% | +12.4% | -17.1% | -5.2% |
| 6M | -8.9% | -14.9% | +6.0% | -8.2% |
| YTD | -19.2% | -6.1% | -13.1% | -18.5% |
| 1Y | +4.5% | +17.9% | -13.3% | +5.0% |
| All | +4.5% | +20.1% | -15.5% | +5.0% |
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