+32.9%
TSLA vs DVA
+89.4%
-56.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +9.2% | +1.7% | +7.6% | +9.1% |
| 3M | -4.7% | -8.7% | +3.9% | -4.4% |
| 6M | -8.9% | +19.7% | -28.6% | -10.7% |
| YTD | -19.2% | +59.6% | -78.8% | -23.3% |
| 1Y | +4.5% | +37.1% | -32.6% | +1.1% |
| All | +32.9% | +89.4% | -56.5% | +23.4% |
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 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