+2,681.1%
TSLA vs DOC
+15.7%
+2,665.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | -10.4% | +6.5% | -16.9% | -12.6% |
| 30D | -5.2% | +9.2% | -14.3% | -8.7% |
| 3M | +12.1% | -2.5% | +14.6% | +12.8% |
| 6M | -10.2% | +7.1% | -17.2% | -13.3% |
| YTD | -20.3% | +33.0% | -53.3% | -30.4% |
| 1Y | -19.7% | +23.3% | -42.9% | -27.7% |
| 3Y | +63.4% | +44.9% | +18.4% | +35.4% |
| 5Y | -12.1% | -21.6% | +9.5% | -7.7% |
| All | +2,681.1% | +15.7% | +2,665.4% | +2,393.6% |
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