+40.8%
TSLA vs RL
+214.6%
-173.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.0% | -8.0% | -6.9% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +10.1% | -7.8% | +17.9% | +14.1% |
| 3M | -15.4% | -4.0% | -11.4% | -14.2% |
| 6M | -12.8% | -1.9% | -10.9% | -13.7% |
| YTD | -21.3% | -0.2% | -21.1% | -23.2% |
| 1Y | +4.6% | +10.7% | -6.1% | -4.1% |
| All | +40.8% | +214.6% | -173.9% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling