+63.4%
TSLA vs DIS
+41.5%
+21.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | -10.4% | +5.2% | -15.6% | -12.8% |
| 30D | -5.2% | +11.5% | -16.6% | -10.7% |
| 3M | +12.1% | +11.5% | +0.6% | +5.2% |
| 6M | -10.2% | +8.9% | -19.0% | -14.9% |
| YTD | -20.3% | +3.4% | -23.8% | -22.6% |
| 1Y | -19.7% | +7.2% | -26.9% | -23.9% |
| 3Y | +63.4% | +43.3% | +20.1% | +49.0% |
| All | +63.4% | +41.5% | +21.8% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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