-19.7%
TSLA vs ROIV
+93.5%
-113.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.2% | -1.9% | +2.8% |
| 7D | -10.4% | +5.3% | -15.7% | -11.4% |
| 30D | -5.2% | +11.9% | -17.1% | -7.6% |
| 3M | +12.1% | +10.7% | +1.4% | +8.7% |
| 6M | -10.2% | +34.9% | -45.1% | -17.3% |
| YTD | -20.3% | +79.2% | -99.5% | -30.8% |
| 1Y | -19.7% | +89.0% | -108.7% | -32.1% |
| All | -19.7% | +93.5% | -113.1% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling