+48.2%
TSLA vs DLR
+57.6%
-9.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.6% |
| 7D | +3.4% | +3.4% | 0.0% | +1.4% |
| 30D | +12.0% | -2.2% | +14.3% | +13.3% |
| 3M | -10.0% | +4.7% | -14.7% | -13.7% |
| 6M | -7.2% | +9.0% | -16.2% | -13.7% |
| YTD | -18.1% | +24.1% | -42.3% | -30.7% |
| 1Y | +6.3% | +20.9% | -14.7% | -9.4% |
| 3Y | +48.2% | +60.0% | -11.9% | +2.0% |
| All | +48.2% | +57.6% | -9.4% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling