+10.3%
TSLA vs DG
-32.2%
+42.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.5% | -3.0% | +4.4% | +1.6% |
| 30D | +3.4% | +8.6% | -5.2% | +2.9% |
| 3M | +17.4% | +15.0% | +2.4% | +16.4% |
| 6M | -12.2% | +32.7% | -44.9% | -13.7% |
| YTD | -13.1% | +5.5% | -18.6% | -13.5% |
| 1Y | -11.1% | +34.6% | -45.7% | -12.9% |
| 3Y | +82.1% | +24.2% | +57.8% | +79.1% |
| 5Y | +10.3% | -32.3% | +42.5% | +23.3% |
| All | +10.3% | -32.2% | +42.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling