+3,125.8%
TSLA vs ROK
+264.0%
+2,861.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +8.9% | +7.1% | +1.9% | +4.5% |
| 30D | +6.3% | -5.0% | +11.2% | +9.6% |
| 3M | +14.8% | -9.4% | +24.2% | +21.8% |
| 6M | -12.4% | -11.0% | -1.4% | -6.3% |
| YTD | -13.2% | +4.4% | -17.7% | -17.4% |
| 1Y | -2.9% | +7.4% | -10.3% | -9.2% |
| 3Y | +74.4% | +61.0% | +13.5% | +22.1% |
| 5Y | +13.3% | +30.4% | -17.1% | -11.7% |
| All | +3,125.8% | +264.0% | +2,861.9% | +1,453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling