+38.0%
TSLA vs DOC
+20.8%
+17.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.3% |
| 7D | +1.5% | -1.5% | +3.0% | +2.1% |
| 30D | +10.1% | -4.8% | +14.9% | +12.0% |
| 3M | -15.4% | +6.9% | -22.3% | -17.8% |
| 6M | -12.8% | +20.7% | -33.5% | -19.6% |
| YTD | -21.3% | +34.1% | -55.4% | -31.0% |
| 1Y | +4.6% | +22.6% | -18.1% | -5.0% |
| All | +38.0% | +20.8% | +17.3% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling