+2,664.3%
TSLA vs RIG
-41.2%
+2,705.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.8% |
| 7D | +3.2% | -3.1% | +6.3% | +3.7% |
| 30D | +11.6% | -0.5% | +12.1% | +11.6% |
| 3M | -8.4% | -6.0% | -2.5% | -8.0% |
| 6M | -10.4% | -10.1% | -0.2% | -9.9% |
| YTD | -18.7% | +37.3% | -56.0% | -23.8% |
| 1Y | -0.9% | +73.9% | -74.8% | -10.8% |
| 3Y | +33.6% | -30.2% | +63.7% | +32.4% |
| 5Y | +48.9% | +62.5% | -13.6% | +24.5% |
| All | +2,664.3% | -41.2% | +2,705.5% | +1,974.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling