+41.1%
TSLA vs DOCN
+54.1%
-13.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.8% | -8.7% | -6.8% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | +10.1% | -9.6% | +19.8% | +12.5% |
| 3M | -15.4% | -37.7% | +22.3% | -4.2% |
| 6M | -12.8% | +115.2% | -128.0% | -37.8% |
| YTD | -21.3% | +133.7% | -155.0% | -46.5% |
| 1Y | +4.6% | +250.2% | -245.6% | -39.4% |
| 3Y | +44.5% | +320.3% | -275.8% | -26.5% |
| All | +41.1% | +54.1% | -13.0% | -15.9% |
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