+33.6%
TSLA vs NVDL
+625.2%
-591.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | -10.3% | +13.5% | +5.8% |
| 30D | +11.6% | -7.1% | +18.7% | +12.9% |
| 3M | -8.4% | +6.6% | -15.0% | -11.0% |
| 6M | -10.4% | +21.1% | -31.5% | -16.7% |
| YTD | -18.7% | +15.2% | -34.0% | -24.2% |
| 1Y | -0.9% | +18.8% | -19.7% | -9.3% |
| 3Y | +33.6% | +649.9% | -616.3% | -24.5% |
| All | +33.6% | +625.2% | -591.6% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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