+2,890.5%
TSLA vs DOC
+15.2%
+2,875.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.5% | -4.6% |
| 7D | -4.7% | +8.7% | -13.4% | -7.9% |
| 30D | +1.7% | +7.6% | -5.9% | -1.5% |
| 3M | +17.7% | -5.3% | +22.9% | +19.7% |
| 6M | -1.9% | +27.6% | -29.5% | -12.4% |
| YTD | -14.3% | +32.4% | -46.8% | -25.0% |
| 1Y | -13.3% | +22.9% | -36.2% | -21.9% |
| 3Y | +75.1% | +43.1% | +32.0% | +45.8% |
| 5Y | -6.0% | -21.4% | +15.3% | -1.5% |
| All | +2,890.5% | +15.2% | +2,875.3% | +2,585.4% |
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