+15.5%
TSLA vs ROIV
+380.3%
-364.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.6% |
| 7D | +8.9% | +1.7% | +7.3% | +8.6% |
| 30D | +6.3% | +17.6% | -11.3% | +3.1% |
| 3M | +14.8% | +9.0% | +5.8% | +12.5% |
| 6M | -12.4% | +35.3% | -47.6% | -17.7% |
| YTD | -13.2% | +82.2% | -95.4% | -23.1% |
| 1Y | -2.9% | +92.3% | -95.2% | -14.9% |
| 3Y | +74.4% | +336.8% | -262.4% | +33.0% |
| All | +15.5% | +380.3% | -364.8% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling