+3,125.8%
TSLA vs RCL
+340.1%
+2,785.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +8.9% | -1.2% | +10.1% | +9.3% |
| 30D | +6.3% | +17.8% | -11.6% | +0.4% |
| 3M | +14.8% | +4.9% | +9.8% | +12.2% |
| 6M | -12.4% | +23.7% | -36.1% | -19.5% |
| YTD | -13.2% | +17.8% | -31.0% | -20.9% |
| 1Y | -2.9% | +28.9% | -31.9% | -14.7% |
| 3Y | +74.4% | +241.9% | -167.4% | +9.5% |
| 5Y | +13.3% | +295.4% | -282.1% | -35.0% |
| All | +3,125.8% | +340.1% | +2,785.7% | +1,512.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling