+32.9%
TSLA vs NOK
+182.2%
-149.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -3.4% | +8.7% | -12.1% | -5.5% |
| 30D | +9.2% | +12.5% | -3.3% | +5.7% |
| 3M | -4.7% | -20.7% | +16.0% | +0.1% |
| 6M | -8.9% | +36.2% | -45.1% | -16.6% |
| YTD | -19.2% | +64.1% | -83.3% | -29.7% |
| 1Y | +4.5% | +132.4% | -127.9% | -19.3% |
| All | +32.9% | +182.2% | -149.3% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling