+46.2%
TSLA vs DG
-39.5%
+85.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | +3.0% | -4.8% | +7.9% | +3.3% |
| 30D | +11.2% | +1.8% | +9.4% | +11.0% |
| 3M | -7.3% | +14.5% | -21.7% | -8.2% |
| 6M | -7.7% | -13.6% | +5.8% | -7.0% |
| YTD | -18.2% | -4.8% | -13.4% | -18.1% |
| 1Y | +6.0% | +21.6% | -15.6% | +4.2% |
| 3Y | +48.0% | +4.5% | +43.5% | +48.9% |
| 5Y | +46.2% | -38.5% | +84.6% | +65.2% |
| All | +46.2% | -39.5% | +85.7% | +65.2% |
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