+2,959.5%
TSLA vs RRC
+60.0%
+2,899.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.5% |
| 7D | -6.4% | -10.3% | +3.9% | -4.7% |
| 30D | -1.2% | +19.5% | -20.7% | -4.2% |
| 3M | +15.1% | +27.9% | -12.9% | +10.2% |
| 6M | -11.7% | +21.2% | -32.9% | -15.0% |
| YTD | -15.9% | +39.6% | -55.5% | -21.3% |
| 1Y | -12.0% | +31.3% | -43.3% | -16.8% |
| 3Y | +80.0% | +51.9% | +28.1% | +65.9% |
| 5Y | +10.8% | +110.2% | -99.4% | -4.7% |
| All | +2,959.5% | +60.0% | +2,899.5% | +2,372.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling