+38.0%
TSLA vs ROIV
+200.3%
-162.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.3% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | +10.1% | +1.0% | +9.2% | +9.6% |
| 3M | -15.4% | +18.3% | -33.7% | -19.4% |
| 6M | -12.8% | +18.3% | -31.1% | -17.3% |
| YTD | -21.3% | +61.0% | -82.2% | -31.7% |
| 1Y | +4.6% | +177.9% | -173.3% | -23.0% |
| All | +38.0% | +200.3% | -162.3% | -5.5% |
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