+21.0%
DHR vs FSLR
+29.6%
-8.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +1.2% | -14.8% | +16.0% | +2.3% |
| 30D | +3.7% | -4.3% | +8.0% | +4.0% |
| 3M | +14.5% | -23.4% | +37.9% | +16.5% |
| 6M | +40.9% | -26.9% | +67.9% | +43.3% |
| YTD | +2.4% | -34.4% | +36.8% | +4.7% |
| 1Y | +6.1% | -33.2% | +39.3% | +8.2% |
| 3Y | +21.0% | +28.1% | -7.0% | +7.9% |
| All | +21.0% | +29.6% | -8.6% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling