+33.6%
TSLA vs DGX
+96.4%
-62.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | +3.2% | -0.9% | +4.1% | +3.2% |
| 30D | +11.6% | -1.2% | +12.7% | +11.6% |
| 3M | -8.4% | +15.8% | -24.2% | -8.6% |
| 6M | -10.4% | +18.2% | -28.6% | -10.8% |
| YTD | -18.7% | +37.2% | -55.9% | -20.8% |
| 1Y | -0.9% | +30.4% | -31.3% | -2.8% |
| 3Y | +33.6% | +96.7% | -63.1% | +28.5% |
| All | +33.6% | +96.4% | -62.9% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling