+48.2%
TSLA vs RMD
+52.4%
-4.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.6% |
| 7D | +3.4% | -4.5% | +7.8% | +4.3% |
| 30D | +12.0% | +4.6% | +7.4% | +11.1% |
| 3M | -10.0% | +14.8% | -24.8% | -12.6% |
| 6M | -7.2% | -12.1% | +4.9% | -4.7% |
| YTD | -18.1% | -7.5% | -10.7% | -17.2% |
| 1Y | +6.3% | -20.1% | +26.3% | +11.4% |
| 3Y | +48.2% | +53.9% | -5.7% | +34.6% |
| All | +48.2% | +52.4% | -4.2% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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