+83.3%
TSLA vs DOCN
+102.5%
-19.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.2% | +3.8% | -1.3% |
| 7D | -4.7% | -20.0% | +15.3% | +1.4% |
| 30D | +1.7% | -38.8% | +40.5% | +16.1% |
| 3M | +17.7% | -34.8% | +52.5% | +30.0% |
| 6M | -1.9% | -22.8% | +20.9% | -1.5% |
| YTD | -14.3% | +74.6% | -89.0% | -36.9% |
| 1Y | -13.3% | +116.4% | -129.7% | -41.2% |
| 3Y | +75.1% | +239.3% | -164.2% | -3.9% |
| 5Y | -6.0% | -20.2% | +14.2% | -35.7% |
| All | +83.3% | +102.5% | -19.1% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling