+4.6%
TSLA vs DGX
+33.7%
-29.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -6.2% |
| 7D | +1.5% | -2.3% | +3.8% | +0.7% |
| 30D | +10.1% | +0.6% | +9.6% | +10.3% |
| 3M | -15.4% | +21.4% | -36.8% | -9.7% |
| 6M | -12.8% | +14.7% | -27.5% | -7.8% |
| YTD | -21.3% | +38.4% | -59.7% | -12.9% |
| 1Y | +4.6% | +34.0% | -29.4% | +16.2% |
| All | +4.6% | +33.7% | -29.1% | +16.2% |
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