-13.3%
TSLA vs DGX
+45.0%
-58.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -2.1% |
| 7D | -4.7% | +4.1% | -8.8% | -3.3% |
| 30D | +1.7% | +10.5% | -8.8% | +5.4% |
| 3M | +17.7% | +9.8% | +7.9% | +21.9% |
| 6M | -1.9% | +34.6% | -36.4% | +9.0% |
| YTD | -14.3% | +49.8% | -64.2% | +0.3% |
| 1Y | -13.3% | +46.0% | -59.3% | +0.6% |
| All | -13.3% | +45.0% | -58.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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