-19.7%
TSLA vs DOCN
+50.9%
-70.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.8% |
| 7D | -10.4% | -19.2% | +8.7% | -7.4% |
| 30D | -5.2% | -43.1% | +37.9% | +2.4% |
| 3M | +12.1% | -40.7% | +52.8% | +19.6% |
| 6M | -10.2% | -55.0% | +44.8% | -1.9% |
| YTD | -20.3% | +50.6% | -71.0% | -26.8% |
| 1Y | -19.7% | +54.0% | -73.6% | -27.5% |
| All | -19.7% | +50.9% | -70.6% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling