+10.8%
TSLA vs ROL
+16.0%
-5.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.5% | +5.0% |
| 7D | -6.4% | +7.5% | -13.9% | -8.2% |
| 30D | -1.2% | +21.1% | -22.4% | -6.3% |
| 3M | +15.1% | +3.1% | +11.9% | +14.0% |
| 6M | -11.7% | -27.4% | +15.7% | -3.1% |
| YTD | -15.9% | -34.7% | +18.8% | -5.0% |
| 1Y | -12.0% | -32.9% | +21.0% | -1.6% |
| 3Y | +80.0% | +6.1% | +73.9% | +60.4% |
| 5Y | +10.8% | +16.3% | -5.5% | -14.8% |
| All | +10.8% | +16.0% | -5.2% | -14.8% |
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