-0.9%
TSLA vs DGX
+32.7%
-33.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +1.1% |
| 7D | +3.2% | -0.9% | +4.1% | +2.9% |
| 30D | +11.6% | -1.2% | +12.7% | +11.1% |
| 3M | -8.4% | +15.8% | -24.2% | -2.6% |
| 6M | -10.4% | +18.2% | -28.6% | -4.2% |
| YTD | -18.7% | +37.2% | -55.9% | -8.1% |
| 1Y | -0.9% | +30.4% | -31.3% | +12.0% |
| All | -0.9% | +32.7% | -33.6% | +12.0% |
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