+46.2%
TSLA vs RIG
+64.1%
-17.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +3.0% | -8.2% | +11.2% | +4.6% |
| 30D | +11.2% | -0.2% | +11.3% | +11.1% |
| 3M | -7.3% | -2.7% | -4.6% | -7.3% |
| 6M | -7.7% | -7.5% | -0.3% | -7.7% |
| YTD | -18.2% | +38.3% | -56.5% | -25.1% |
| 1Y | +6.0% | +81.8% | -75.8% | -8.9% |
| 3Y | +48.0% | -30.2% | +78.2% | +43.5% |
| 5Y | +46.2% | +59.9% | -13.8% | +7.6% |
| All | +46.2% | +64.1% | -17.9% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling