+80.4%
TSLA vs ROIV
+298.6%
-218.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.7% |
| 7D | +1.5% | +9.5% | -8.0% | +0.1% |
| 30D | +3.4% | +21.0% | -17.6% | +0.3% |
| 3M | +17.4% | +18.7% | -1.3% | +13.8% |
| 6M | -12.2% | +44.5% | -56.7% | -17.7% |
| YTD | -13.1% | +92.9% | -105.9% | -22.4% |
| 1Y | -11.1% | +100.2% | -111.3% | -21.1% |
| 3Y | +82.1% | +375.0% | -292.9% | +42.9% |
| 5Y | +10.3% | +435.2% | -424.9% | -23.5% |
| All | +80.4% | +298.6% | -218.2% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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