+41.1%
TSLA vs DOC
-24.5%
+65.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.1% |
| 7D | +1.5% | -1.5% | +3.0% | +2.2% |
| 30D | +10.1% | -4.8% | +14.9% | +12.4% |
| 3M | -15.4% | +6.9% | -22.3% | -18.4% |
| 6M | -12.8% | +20.7% | -33.5% | -21.1% |
| YTD | -21.3% | +34.1% | -55.4% | -32.7% |
| 1Y | +4.6% | +22.6% | -18.1% | -7.0% |
| 3Y | +44.5% | +20.8% | +23.7% | +26.4% |
| All | +41.1% | -24.5% | +65.6% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling