+3,125.8%
TSLA vs RNG
+234.5%
+2,891.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.6% |
| 7D | +8.9% | +4.6% | +4.3% | +7.4% |
| 30D | +6.3% | +0.4% | +5.9% | +6.0% |
| 3M | +14.8% | +11.4% | +3.4% | +10.3% |
| 6M | -12.4% | +95.7% | -108.0% | -32.5% |
| YTD | -13.2% | +162.9% | -176.1% | -43.0% |
| 1Y | -2.9% | +180.3% | -183.2% | -37.9% |
| 3Y | +74.4% | +188.3% | -113.9% | +3.9% |
| 5Y | +13.3% | -72.5% | +85.8% | +43.3% |
| All | +3,125.8% | +234.5% | +2,891.4% | +1,829.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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