+33.6%
TSLA vs RDW
+241.5%
-207.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | +3.2% | +0.9% | +2.4% | +3.0% |
| 30D | +11.6% | -21.3% | +32.9% | +15.6% |
| 3M | -8.4% | -37.9% | +29.4% | -2.9% |
| 6M | -10.4% | +12.3% | -22.7% | -15.6% |
| YTD | -18.7% | +39.7% | -58.5% | -28.2% |
| 1Y | -0.9% | +25.7% | -26.6% | -13.1% |
| 3Y | +33.6% | +230.8% | -197.3% | -6.0% |
| All | +33.6% | +241.5% | -207.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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