+458.1%
TSLA vs RPRX
+52.7%
+405.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +3.2% | -8.4% | +11.6% | +6.1% |
| 30D | +11.6% | -0.6% | +12.2% | +11.6% |
| 3M | -8.4% | +6.4% | -14.9% | -11.0% |
| 6M | -10.4% | +26.6% | -37.0% | -18.2% |
| YTD | -18.7% | +53.8% | -72.5% | -31.0% |
| 1Y | -0.9% | +62.8% | -63.7% | -17.8% |
| 3Y | +33.6% | +118.0% | -84.5% | -2.2% |
| 5Y | +48.9% | +71.2% | -22.3% | +23.2% |
| All | +458.1% | +52.7% | +405.4% | +374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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