+15.4%
TSLA vs ROK
+32.5%
-17.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +15.6% | +6.1% | +9.6% | +11.3% |
| 30D | +5.9% | -6.5% | +12.4% | +10.5% |
| 3M | +21.4% | -10.2% | +31.5% | +29.8% |
| 6M | -8.3% | -10.6% | +2.3% | -1.9% |
| YTD | -11.6% | +4.9% | -16.5% | -16.6% |
| 1Y | -7.7% | +3.8% | -11.5% | -12.2% |
| 3Y | +85.2% | +63.5% | +21.7% | +21.5% |
| 5Y | +15.4% | +30.9% | -15.6% | -19.7% |
| All | +15.4% | +32.5% | -17.1% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling