+48.2%
TSLA vs RKT
+40.6%
+7.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.4% |
| 7D | +3.4% | +6.0% | -2.6% | +2.0% |
| 30D | +12.0% | +0.7% | +11.4% | +11.8% |
| 3M | -10.0% | +11.8% | -21.8% | -12.6% |
| 6M | -7.2% | -7.6% | +0.4% | -6.8% |
| YTD | -18.1% | -28.7% | +10.5% | -13.9% |
| 1Y | +6.3% | -32.6% | +38.9% | +12.7% |
| 3Y | +48.2% | +42.1% | +6.1% | +19.7% |
| All | +48.2% | +40.6% | +7.6% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling