+22,131.9%
TSLA vs DIS
+274.4%
+21,857.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -4.8% |
| 7D | +1.5% | -2.6% | +4.1% | +3.2% |
| 30D | +10.1% | +3.5% | +6.6% | +7.5% |
| 3M | -15.4% | +6.8% | -22.2% | -19.5% |
| 6M | -12.8% | +3.0% | -15.8% | -15.5% |
| YTD | -21.3% | -6.7% | -14.5% | -19.2% |
| 1Y | +4.6% | -10.1% | +14.7% | +9.5% |
| 3Y | +44.5% | +33.0% | +11.5% | +15.3% |
| 5Y | +44.8% | -40.0% | +84.8% | +88.1% |
| 10Y | +2,585.4% | +21.1% | +2,564.4% | +1,910.2% |
| All | +22,131.9% | +274.4% | +21,857.5% | +7,200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling