+40.8%
TSLA vs URA
+117.9%
-77.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.3% |
| 7D | +1.5% | +1.1% | +0.5% | +1.1% |
| 30D | +10.1% | +7.4% | +2.7% | +6.7% |
| 3M | -15.4% | -8.4% | -7.0% | -12.6% |
| 6M | -12.8% | -12.7% | -0.1% | -9.1% |
| YTD | -21.3% | +7.8% | -29.1% | -26.1% |
| 1Y | +4.6% | +19.5% | -14.9% | -9.2% |
| All | +40.8% | +117.9% | -77.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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