-11.1%
TSLA vs DOCN
+70.8%
-81.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.6% | -6.7% | +1.3% |
| 7D | +1.5% | +3.7% | -2.3% | +0.8% |
| 30D | +3.4% | -33.7% | +37.1% | +8.8% |
| 3M | +17.4% | -27.9% | +45.3% | +21.4% |
| 6M | -12.2% | -46.4% | +34.3% | -6.8% |
| YTD | -13.1% | +81.1% | -94.2% | -23.2% |
| 1Y | -11.1% | +74.3% | -85.4% | -19.8% |
| All | -11.1% | +70.8% | -81.9% | -19.8% |
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