+75.7%
TSLA vs DOCN
+236.1%
-160.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.2% | +3.8% | -1.5% |
| 7D | -4.7% | -20.0% | +15.3% | +0.8% |
| 30D | +1.7% | -38.8% | +40.5% | +14.5% |
| 3M | +17.7% | -34.8% | +52.5% | +28.7% |
| 6M | -1.9% | -22.8% | +20.9% | -1.4% |
| YTD | -14.3% | +74.6% | -89.0% | -37.8% |
| 1Y | -13.3% | +116.4% | -129.7% | -42.7% |
| All | +75.7% | +236.1% | -160.4% | -10.8% |
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 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