+80.0%
TSLA vs ROL
+5.5%
+74.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.5% | +5.5% |
| 7D | -6.4% | +7.5% | -13.9% | -6.7% |
| 30D | -1.2% | +21.1% | -22.4% | -2.3% |
| 3M | +15.1% | +3.1% | +11.9% | +15.5% |
| 6M | -11.7% | -27.4% | +15.7% | -8.3% |
| YTD | -15.9% | -34.7% | +18.8% | -11.7% |
| 1Y | -12.0% | -32.9% | +21.0% | -7.9% |
| 3Y | +80.0% | +6.1% | +73.9% | +77.4% |
| All | +80.0% | +5.5% | +74.5% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling