+46.2%
TSLA vs ROL
-6.0%
+52.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +3.0% | -3.3% | +6.3% | +3.9% |
| 30D | +11.2% | -7.2% | +18.4% | +13.3% |
| 3M | -7.3% | -27.0% | +19.7% | +0.7% |
| 6M | -7.7% | -39.5% | +31.8% | +5.3% |
| YTD | -18.2% | -41.8% | +23.6% | -5.9% |
| 1Y | +6.0% | -38.9% | +44.9% | +19.5% |
| 3Y | +48.0% | -0.4% | +48.4% | +35.9% |
| 5Y | +46.2% | -4.2% | +50.4% | +21.3% |
| All | +46.2% | -6.0% | +52.2% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling