+4.6%
TSLA vs RRC
+23.4%
-18.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.9% |
| 7D | +1.5% | +1.3% | +0.2% | +1.5% |
| 30D | +10.1% | +10.1% | 0.0% | +9.7% |
| 3M | -15.4% | +4.0% | -19.4% | -15.0% |
| 6M | -12.8% | +1.6% | -14.4% | -13.0% |
| YTD | -21.3% | +19.7% | -41.0% | -25.4% |
| 1Y | +4.6% | +21.4% | -16.8% | -1.6% |
| All | +4.6% | +23.4% | -18.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling