+33.6%
TSLA vs ONON
-8.6%
+42.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.1% |
| 7D | +3.2% | -2.1% | +5.3% | +3.8% |
| 30D | +11.6% | -11.6% | +23.2% | +15.9% |
| 3M | -8.4% | -30.1% | +21.6% | +0.8% |
| 6M | -10.4% | -30.5% | +20.1% | -2.0% |
| YTD | -18.7% | -41.0% | +22.3% | -6.3% |
| 1Y | -0.9% | -36.7% | +35.8% | +10.5% |
| 3Y | +33.6% | -8.6% | +42.2% | +32.4% |
| All | +33.6% | -8.6% | +42.2% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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