+75.3%
TSLA vs ROIV
+292.3%
-217.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -4.7% | +14.3% | -19.0% | -6.7% |
| 30D | -0.8% | +16.2% | -17.0% | -3.1% |
| 3M | +14.8% | +15.1% | -0.3% | +11.8% |
| 6M | -11.3% | +44.2% | -55.6% | -16.9% |
| YTD | -15.6% | +89.8% | -105.4% | -24.4% |
| 1Y | -14.7% | +94.6% | -109.3% | -23.9% |
| 3Y | +76.9% | +367.5% | -290.6% | +39.2% |
| 5Y | +6.7% | +421.4% | -414.7% | -25.9% |
| All | +75.3% | +292.3% | -217.0% | +35.0% |
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