+3,125.8%
TSLA vs ROP
+185.2%
+2,940.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.1% |
| 7D | +8.9% | +0.7% | +8.2% | +8.5% |
| 30D | +6.3% | +28.8% | -22.5% | -8.9% |
| 3M | +14.8% | +21.1% | -6.3% | +1.7% |
| 6M | -12.4% | +52.5% | -64.9% | -34.5% |
| YTD | -13.2% | +8.9% | -22.1% | -20.0% |
| 1Y | -2.9% | +8.2% | -11.2% | -10.3% |
| 3Y | +74.4% | -5.2% | +79.6% | +77.0% |
| 5Y | +13.3% | +1.7% | +11.6% | +8.6% |
| All | +3,125.8% | +185.2% | +2,940.7% | +1,626.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling