-13.3%
TSLA vs ROL
-34.1%
+20.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.2% |
| 7D | -4.7% | +14.6% | -19.3% | -4.0% |
| 30D | +1.7% | +29.3% | -27.6% | +2.6% |
| 3M | +17.7% | +2.0% | +15.7% | +19.3% |
| 6M | -1.9% | -28.5% | +26.7% | -0.3% |
| YTD | -14.3% | -35.3% | +21.0% | -12.1% |
| 1Y | -13.3% | -34.7% | +21.4% | -11.7% |
| All | -13.3% | -34.1% | +20.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling