+65.4%
TSLA vs ROIV
+270.3%
-204.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.2% | -1.9% | +3.2% |
| 7D | -10.4% | +5.3% | -15.7% | -11.1% |
| 30D | -5.2% | +11.9% | -17.1% | -6.9% |
| 3M | +12.1% | +10.7% | +1.4% | +9.9% |
| 6M | -10.2% | +34.9% | -45.1% | -14.9% |
| YTD | -20.3% | +79.2% | -99.5% | -28.0% |
| 1Y | -19.7% | +89.0% | -108.7% | -28.0% |
| 3Y | +63.4% | +337.3% | -274.0% | +29.9% |
| 5Y | -12.1% | +402.3% | -414.4% | -38.2% |
| All | +65.4% | +270.3% | -204.9% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling