+266.1%
TSLA vs RKT
-12.8%
+278.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | -3.4% | -7.2% | +3.8% | -1.8% |
| 30D | +9.2% | -7.9% | +17.1% | +11.2% |
| 3M | -4.7% | +5.2% | -9.9% | -6.2% |
| 6M | -8.9% | -14.9% | +6.0% | -6.8% |
| YTD | -19.2% | -31.9% | +12.7% | -14.1% |
| 1Y | +4.5% | -36.9% | +41.4% | +12.3% |
| 3Y | +46.3% | +35.7% | +10.6% | +25.7% |
| 5Y | +48.1% | -9.7% | +57.8% | +28.0% |
| All | +266.1% | -12.8% | +278.9% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RKT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling