+63.4%
TSLA vs ROIV
+314.9%
-251.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.2% | -1.9% | +2.0% |
| 7D | -10.4% | +5.3% | -15.7% | -12.1% |
| 30D | -5.2% | +11.9% | -17.1% | -9.0% |
| 3M | +12.1% | +10.7% | +1.4% | +6.8% |
| 6M | -10.2% | +34.9% | -45.1% | -21.4% |
| YTD | -20.3% | +79.2% | -99.5% | -38.9% |
| 1Y | -19.7% | +89.0% | -108.7% | -40.1% |
| 3Y | +63.4% | +337.3% | -274.0% | -18.2% |
| All | +63.4% | +314.9% | -251.6% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling