+292.9%
TSLA vs RKT
-9.3%
+302.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | -9.0% | +17.9% | +11.1% |
| 30D | +6.3% | +30.2% | -23.9% | -0.2% |
| 3M | +14.8% | -8.8% | +23.6% | +16.3% |
| 6M | -12.4% | -0.9% | -11.4% | -13.3% |
| YTD | -13.2% | -29.2% | +16.0% | -9.2% |
| 1Y | -2.9% | -20.1% | +17.1% | -1.5% |
| 3Y | +74.4% | +81.3% | -6.9% | +40.2% |
| 5Y | +13.3% | -6.6% | +19.9% | -3.6% |
| All | +292.9% | -9.3% | +302.3% | +236.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling