+69.8%
TSLA vs RVTY
+91.0%
-21.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -4.7% | -2.7% | -2.0% | -3.6% |
| 30D | -0.8% | +3.2% | -4.0% | -1.9% |
| 3M | +14.8% | +37.2% | -22.4% | +1.4% |
| 6M | -11.3% | +57.7% | -69.0% | -26.6% |
| YTD | -15.6% | +64.8% | -80.4% | -32.2% |
| 1Y | -14.7% | +72.8% | -87.5% | -33.4% |
| All | +69.8% | +91.0% | -21.3% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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