+10.7%
DHR vs FSLR
-24.3%
+34.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +2.0% |
| 7D | +0.4% | +10.3% | -10.0% | +0.1% |
| 30D | +6.2% | +10.4% | -4.2% | +6.0% |
| 3M | +20.8% | -20.2% | +41.0% | +21.3% |
| 6M | +35.5% | -8.0% | +43.5% | +35.8% |
| YTD | +3.2% | -25.5% | +28.8% | +4.4% |
| 1Y | +10.7% | -26.0% | +36.6% | +11.7% |
| All | +10.7% | -24.3% | +34.9% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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