+2,698.1%
TSLA vs RL
+304.3%
+2,393.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.4% |
| 7D | +3.4% | +1.9% | +1.5% | +2.6% |
| 30D | +12.0% | -12.2% | +24.3% | +17.3% |
| 3M | -10.0% | -6.6% | -3.3% | -8.0% |
| 6M | -7.2% | +3.2% | -10.4% | -9.5% |
| YTD | -18.1% | -1.3% | -16.8% | -19.0% |
| 1Y | +6.3% | +13.6% | -7.3% | -0.4% |
| 3Y | +48.2% | +210.9% | -162.7% | -3.5% |
| 5Y | +46.5% | +246.9% | -200.3% | -9.0% |
| 10Y | +2,698.1% | +310.1% | +2,388.0% | +1,578.5% |
| All | +2,698.1% | +304.3% | +2,393.8% | +1,578.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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