+2,664.3%
TSLA vs DVA
+187.8%
+2,476.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -1.3% | +4.5% | +3.5% |
| 30D | +11.6% | 0.0% | +11.6% | +11.4% |
| 3M | -8.4% | -10.9% | +2.5% | -6.9% |
| 6M | -10.4% | +17.3% | -27.7% | -15.0% |
| YTD | -18.7% | +59.8% | -78.5% | -29.1% |
| 1Y | -0.9% | +36.3% | -37.2% | -10.3% |
| 3Y | +33.6% | +88.6% | -55.0% | +7.1% |
| 5Y | +48.9% | +47.5% | +1.4% | +24.1% |
| All | +2,664.3% | +187.8% | +2,476.5% | +1,699.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling