+48.2%
TSLA vs ROP
-18.5%
+66.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.8% | +4.9% |
| 7D | +3.4% | -5.4% | +8.8% | +5.3% |
| 30D | +12.0% | -1.6% | +13.7% | +12.7% |
| 3M | -10.0% | +18.8% | -28.8% | -16.5% |
| 6M | -7.2% | +8.2% | -15.4% | -9.8% |
| YTD | -18.1% | -10.5% | -7.7% | -9.1% |
| 1Y | +6.3% | -23.7% | +30.0% | +34.5% |
| 3Y | +48.2% | -17.9% | +66.0% | +70.6% |
| All | +48.2% | -18.5% | +66.7% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling