+24,440.0%
TSLA vs RIO
+387.7%
+24,052.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +3.4% | -9.9% | +13.3% | +8.2% |
| 3M | +17.4% | -14.0% | +31.5% | +25.3% |
| 6M | -12.2% | -19.5% | +7.4% | -3.7% |
| YTD | -13.1% | +11.5% | -24.6% | -17.9% |
| 1Y | -11.1% | +26.9% | -38.0% | -20.7% |
| 3Y | +82.1% | +55.1% | +26.9% | +49.1% |
| 5Y | +10.3% | +90.7% | -80.4% | -19.2% |
| 10Y | +3,009.1% | +363.3% | +2,645.8% | +1,483.9% |
| All | +24,440.0% | +387.7% | +24,052.3% | +13,018.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 all: compounded portfolio wealth divided by compounded RIO 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…
all analysis · Full analysis span regression · 6 months rolling