+74.4%
TSLA vs DVA
+105.9%
-31.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +8.9% | -8.8% | +17.7% | +9.2% |
| 30D | +6.3% | -3.4% | +9.7% | +6.2% |
| 3M | +14.8% | -2.6% | +17.4% | +14.6% |
| 6M | -12.4% | -11.9% | -0.5% | -12.2% |
| YTD | -13.2% | +53.6% | -66.9% | -17.6% |
| 1Y | -2.9% | +41.9% | -44.8% | -6.9% |
| 3Y | +74.4% | +97.5% | -23.1% | +57.9% |
| All | +74.4% | +105.9% | -31.5% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling