+38.0%
TSLA vs DOCN
+324.7%
-286.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.8% | -8.7% | -6.7% |
| 7D | +1.5% | +1.1% | +0.4% | +1.2% |
| 30D | +10.1% | -9.6% | +19.8% | +12.2% |
| 3M | -15.4% | -37.7% | +22.3% | -5.7% |
| 6M | -12.8% | +115.2% | -128.0% | -36.7% |
| YTD | -21.3% | +133.7% | -155.0% | -45.7% |
| 1Y | +4.6% | +250.2% | -245.6% | -39.1% |
| All | +38.0% | +324.7% | -286.7% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling