+204.4%
DHR vs FSLR
+461.4%
-257.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.3% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -3.3% | -14.0% | +10.7% | -1.8% |
| 3M | +9.4% | -16.9% | +26.3% | +11.2% |
| 6M | +3.2% | +4.7% | -1.6% | +1.8% |
| YTD | -12.0% | -20.7% | +8.7% | -10.9% |
| 1Y | +4.9% | +1.7% | +3.2% | +2.8% |
| 3Y | -7.4% | +13.1% | -20.4% | -13.8% |
| 5Y | -29.8% | +108.4% | -138.2% | -41.8% |
| All | +204.4% | +461.4% | -257.1% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling