+74.4%
TSLA vs DLR
+54.1%
+20.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.7% |
| 7D | +8.9% | +3.3% | +5.6% | +7.0% |
| 30D | +6.3% | +4.6% | +1.7% | +3.8% |
| 3M | +14.8% | -8.3% | +23.1% | +20.4% |
| 6M | -12.4% | -5.6% | -6.7% | -10.4% |
| YTD | -13.2% | +18.7% | -32.0% | -24.3% |
| 1Y | -2.9% | +17.1% | -20.0% | -14.7% |
| 3Y | +74.4% | +54.4% | +20.1% | +28.1% |
| All | +74.4% | +54.1% | +20.4% | +28.1% |
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