+34.4%
TSLA vs RNG
+122.1%
-87.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +3.0% | -4.1% | +7.1% | +3.9% |
| 30D | +11.2% | +8.6% | +2.5% | +9.2% |
| 3M | -7.3% | +78.0% | -85.2% | -19.1% |
| 6M | -7.7% | +67.0% | -74.8% | -19.7% |
| YTD | -18.2% | +142.4% | -160.6% | -37.9% |
| 1Y | +6.0% | +120.4% | -114.4% | -17.3% |
| All | +34.4% | +122.1% | -87.6% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling