+29.7%
TSLA vs RDW
-0.7%
+30.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.4% |
| 3M | -8.4% | -37.9% | +29.4% | -1.7% |
| 6M | -10.4% | +12.3% | -22.7% | -16.9% |
| YTD | -18.7% | +39.7% | -58.5% | -30.4% |
| 1Y | -0.9% | +25.7% | -26.6% | -15.9% |
| 3Y | +33.6% | +230.8% | -197.3% | -23.1% |
| 5Y | +48.9% | -8.8% | +57.7% | -4.9% |
| All | +29.7% | -0.7% | +30.5% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling