+22,994.0%
TSLA vs DGX
+529.8%
+22,464.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | -2.2% | +5.2% | +3.9% |
| 30D | +11.2% | -0.9% | +12.1% | +11.6% |
| 3M | -7.3% | +15.6% | -22.9% | -13.1% |
| 6M | -7.7% | +17.8% | -25.5% | -14.5% |
| YTD | -18.2% | +37.5% | -55.7% | -29.3% |
| 1Y | +6.0% | +31.2% | -25.1% | -7.0% |
| 3Y | +48.0% | +96.6% | -48.6% | +6.7% |
| 5Y | +46.2% | +64.9% | -18.7% | +11.7% |
| 10Y | +2,737.0% | +254.6% | +2,482.4% | +1,371.4% |
| All | +22,994.0% | +529.8% | +22,464.2% | +8,850.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling