+48.2%
TSLA vs RIG
-28.9%
+77.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +3.4% | -2.7% | +6.1% | +3.9% |
| 30D | +12.0% | +9.5% | +2.5% | +9.9% |
| 3M | -10.0% | -6.6% | -3.3% | -9.1% |
| 6M | -7.2% | -2.9% | -4.3% | -8.2% |
| YTD | -18.1% | +39.5% | -57.6% | -26.2% |
| 1Y | +6.3% | +82.3% | -76.0% | -10.9% |
| 3Y | +48.2% | -29.6% | +77.7% | +22.1% |
| All | +48.2% | -28.9% | +77.0% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling