+70.5%
TSLA vs DOCN
+74.7%
-4.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.5% |
| 7D | -10.4% | -19.2% | +8.7% | -4.6% |
| 30D | -5.2% | -43.1% | +37.9% | +10.7% |
| 3M | +12.1% | -40.7% | +52.8% | +27.4% |
| 6M | -10.2% | -55.0% | +44.8% | +8.9% |
| YTD | -20.3% | +50.6% | -71.0% | -38.7% |
| 1Y | -19.7% | +54.0% | -73.6% | -38.9% |
| 3Y | +63.4% | +203.9% | -140.5% | -7.4% |
| 5Y | -12.1% | -29.4% | +17.3% | -37.4% |
| All | +70.5% | +74.7% | -4.1% | -5.5% |
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