+3,125.8%
TSLA vs RRC
+73.1%
+3,052.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +8.9% | +6.4% | +2.5% | +7.8% |
| 30D | +6.3% | +23.9% | -17.6% | +2.5% |
| 3M | +14.8% | +30.2% | -15.4% | +9.6% |
| 6M | -12.4% | +26.3% | -38.6% | -16.2% |
| YTD | -13.2% | +48.1% | -61.3% | -19.6% |
| 1Y | -2.9% | +37.7% | -40.6% | -9.0% |
| 3Y | +74.4% | +60.3% | +14.1% | +59.2% |
| 5Y | +13.3% | +135.3% | -122.0% | -4.2% |
| All | +3,125.8% | +73.1% | +3,052.8% | +2,492.8% |
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