+2,883.7%
TSLA vs RL
+397.7%
+2,486.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +3.4% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -1.2% | +7.3% | -8.6% | -3.7% |
| 3M | +15.1% | +1.0% | +14.0% | +14.2% |
| 6M | -11.7% | +11.8% | -23.5% | -16.1% |
| YTD | -15.9% | +13.6% | -29.5% | -21.2% |
| 1Y | -12.0% | +24.0% | -36.0% | -20.2% |
| 3Y | +80.0% | +256.6% | -176.5% | +11.3% |
| 5Y | +10.8% | +240.2% | -229.4% | -32.2% |
| 10Y | +2,883.7% | +373.0% | +2,510.7% | +1,576.7% |
| All | +2,883.7% | +397.7% | +2,486.0% | +1,576.7% |
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