+34.4%
TSLA vs OMC
+9.5%
+25.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.1% |
| 7D | +3.0% | -4.2% | +7.3% | +4.5% |
| 30D | +11.2% | -7.5% | +18.7% | +14.0% |
| 3M | -7.3% | +4.6% | -11.9% | -9.2% |
| 6M | -7.7% | -4.8% | -2.9% | -6.7% |
| YTD | -18.2% | -1.0% | -17.2% | -18.8% |
| 1Y | +6.0% | +3.8% | +2.2% | +1.8% |
| All | +34.4% | +9.5% | +25.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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