+41.1%
TSLA vs RL
+238.1%
-197.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.0% | -8.0% | -7.0% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +10.1% | -7.8% | +17.9% | +14.4% |
| 3M | -15.4% | -4.0% | -11.4% | -14.1% |
| 6M | -12.8% | -1.9% | -10.9% | -13.8% |
| YTD | -21.3% | -0.2% | -21.1% | -23.3% |
| 1Y | +4.6% | +10.7% | -6.1% | -4.3% |
| 3Y | +44.5% | +210.8% | -166.2% | -27.8% |
| All | +41.1% | +238.1% | -197.0% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling