-13.3%
TSLA vs RIG
+43.0%
-56.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.6% | +4.3% | -3.0% |
| 7D | -4.7% | -18.8% | +14.1% | -3.9% |
| 30D | +1.7% | -1.1% | +2.8% | +1.6% |
| 3M | +17.7% | +4.4% | +13.3% | +17.1% |
| 6M | -1.9% | -20.8% | +18.9% | -0.8% |
| YTD | -14.3% | +32.0% | -46.3% | -19.6% |
| 1Y | -13.3% | +39.7% | -53.0% | -22.0% |
| All | -13.3% | +43.0% | -56.3% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling