+46.1%
TSLA vs ONON
-23.0%
+69.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.5% | +4.9% |
| 7D | +3.4% | -1.7% | +5.0% | +4.0% |
| 30D | +12.0% | -27.4% | +39.4% | +24.6% |
| 3M | -10.0% | -26.5% | +16.5% | -0.9% |
| 6M | -7.2% | -34.2% | +27.0% | +5.5% |
| YTD | -18.1% | -41.3% | +23.2% | -3.1% |
| 1Y | +6.3% | -39.7% | +45.9% | +22.6% |
| 3Y | +48.2% | -7.8% | +56.0% | +37.2% |
| All | +46.1% | -23.0% | +69.1% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling