+2,650.1%
TSLA vs DLR
+172.7%
+2,477.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.2% |
| 7D | -3.4% | -1.3% | -2.1% | -2.8% |
| 30D | +9.2% | -2.9% | +12.1% | +10.6% |
| 3M | -4.7% | +3.2% | -7.9% | -7.2% |
| 6M | -8.9% | +3.9% | -12.8% | -11.7% |
| YTD | -19.2% | +21.4% | -40.6% | -27.8% |
| 1Y | +4.5% | +9.7% | -5.1% | -2.0% |
| 3Y | +46.3% | +56.5% | -10.2% | +14.8% |
| 5Y | +48.1% | +41.5% | +6.6% | +18.5% |
| All | +2,650.1% | +172.7% | +2,477.3% | +1,583.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling