+4.6%
TSLA vs RIG
+97.6%
-93.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.7% |
| 7D | +1.5% | +0.9% | +0.7% | +1.4% |
| 30D | +10.1% | +13.8% | -3.7% | +8.7% |
| 3M | -15.4% | -6.4% | -9.0% | -14.6% |
| 6M | -12.8% | -8.2% | -4.6% | -12.7% |
| YTD | -21.3% | +41.6% | -62.9% | -28.0% |
| 1Y | +4.6% | +88.7% | -84.1% | -11.7% |
| All | +4.6% | +97.6% | -93.0% | -11.7% |
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