+22,131.9%
TSLA vs ROL
+986.5%
+21,145.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.1% |
| 7D | +1.5% | -1.4% | +3.0% | +2.2% |
| 30D | +10.1% | -4.1% | +14.2% | +12.1% |
| 3M | -15.4% | -22.5% | +7.1% | -5.3% |
| 6M | -12.8% | -37.7% | +24.9% | +7.5% |
| YTD | -21.3% | -39.6% | +18.3% | -2.1% |
| 1Y | +4.6% | -36.0% | +40.6% | +25.4% |
| 3Y | +44.5% | -5.1% | +49.7% | +37.9% |
| 5Y | +44.8% | -3.4% | +48.2% | +32.9% |
| 10Y | +2,585.4% | +215.2% | +2,370.2% | +1,082.6% |
| All | +22,131.9% | +986.5% | +21,145.3% | +4,153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling