+2,568.3%
TSLA vs DOC
+14.9%
+2,553.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.2% | -10.5% | -10.7% |
| 7D | -14.8% | +6.2% | -21.0% | -16.8% |
| 30D | -9.7% | +6.5% | -16.2% | -12.2% |
| 3M | +6.9% | -6.2% | +13.1% | +9.2% |
| 6M | -11.7% | +25.6% | -37.3% | -20.7% |
| YTD | -23.6% | +32.1% | -55.7% | -33.0% |
| 1Y | -25.6% | +20.3% | -45.9% | -32.4% |
| 3Y | +56.3% | +42.7% | +13.5% | +30.3% |
| 5Y | -15.6% | -22.2% | +6.5% | -11.2% |
| All | +2,568.3% | +14.9% | +2,553.4% | +2,298.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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