-15.6%
TSLA vs DOCN
-34.6%
+18.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -15.9% | +5.1% | -6.0% |
| 7D | -14.8% | -29.3% | +14.5% | -5.6% |
| 30D | -9.7% | -46.0% | +36.3% | +7.6% |
| 3M | +6.9% | -43.2% | +50.1% | +23.5% |
| 6M | -11.7% | -53.7% | +42.0% | +6.6% |
| YTD | -23.6% | +46.9% | -70.5% | -41.7% |
| 1Y | -25.6% | +54.3% | -80.0% | -44.5% |
| 3Y | +56.3% | +185.5% | -129.3% | -13.0% |
| 5Y | -15.6% | -31.1% | +15.5% | -43.0% |
| All | -15.6% | -34.6% | +18.9% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling