+80.8%
TSLA vs DOCN
+91.6%
-10.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -4.7% | -12.1% | +7.4% | -1.0% |
| 30D | -0.8% | -41.0% | +40.3% | +14.8% |
| 3M | +14.8% | -38.7% | +53.5% | +29.2% |
| 6M | -11.3% | -51.5% | +40.2% | +5.4% |
| YTD | -15.6% | +65.3% | -80.8% | -36.8% |
| 1Y | -14.7% | +53.9% | -68.6% | -34.7% |
| 3Y | +76.9% | +215.6% | -138.6% | -0.5% |
| 5Y | +6.7% | -26.2% | +32.8% | -25.2% |
| All | +80.8% | +91.6% | -10.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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