+2,664.3%
TSLA vs NOK
+144.6%
+2,519.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | -0.9% |
| 7D | +3.2% | +11.0% | -7.8% | 0.0% |
| 30D | +11.6% | +7.8% | +3.7% | +8.9% |
| 3M | -8.4% | -21.0% | +12.6% | -2.5% |
| 6M | -10.4% | +40.9% | -51.3% | -21.6% |
| YTD | -18.7% | +72.0% | -90.8% | -33.6% |
| 1Y | -0.9% | +140.9% | -141.8% | -28.5% |
| 3Y | +33.6% | +194.3% | -160.7% | -11.1% |
| 5Y | +48.9% | +112.5% | -63.6% | +9.6% |
| All | +2,664.3% | +144.6% | +2,519.7% | +1,533.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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