+34.6%
TSLA vs ROK
+51.3%
-16.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.6% |
| 7D | +3.4% | +2.8% | +0.6% | +1.7% |
| 30D | +12.0% | -2.4% | +14.4% | +13.4% |
| 3M | -10.0% | -4.7% | -5.3% | -7.8% |
| 6M | -7.2% | +16.8% | -24.0% | -16.2% |
| YTD | -18.1% | +11.4% | -29.5% | -24.6% |
| 1Y | +6.3% | +26.2% | -19.9% | -9.5% |
| All | +34.6% | +51.3% | -16.8% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling