-10.2%
TSLA vs DRAM
-19.2%
+9.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.2% | -1.9% | +2.6% |
| 7D | -10.4% | -18.2% | +7.8% | -5.8% |
| 30D | -5.2% | -34.5% | +29.3% | +4.7% |
| 3M | +12.1% | -23.6% | +35.7% | +18.5% |
| 6M | -10.2% | -19.3% | +9.1% | -7.9% |
| All | -10.2% | -19.2% | +9.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 6mo: compounded portfolio wealth divided by compounded DRAM 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…
6mo analysis · Full analysis span regression · 6 months rolling