+44.3%
TSLA vs ONON
-24.2%
+68.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.4% | -5.3% | +1.9% | -1.4% |
| 30D | +9.2% | -13.1% | +22.4% | +15.1% |
| 3M | -4.7% | -29.3% | +24.6% | +6.5% |
| 6M | -8.9% | -34.5% | +25.6% | +3.7% |
| YTD | -19.2% | -42.2% | +23.1% | -3.7% |
| 1Y | +4.5% | -37.3% | +41.9% | +18.7% |
| 3Y | +46.3% | -9.3% | +55.6% | +36.3% |
| All | +44.3% | -24.2% | +68.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling