+1,317.4%
DHR vs FSLR
+734.5%
+582.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +4.0% | -13.7% | +17.7% | +5.9% |
| 3M | +11.5% | -35.1% | +46.6% | +17.2% |
| 6M | +1.9% | +3.6% | -1.8% | +0.4% |
| YTD | -8.9% | -21.7% | +12.8% | -7.3% |
| 1Y | +5.1% | +1.3% | +3.8% | +2.8% |
| 3Y | -10.3% | +9.7% | -20.0% | -16.7% |
| 5Y | -27.8% | +117.4% | -145.2% | -41.1% |
| 10Y | +203.6% | +435.5% | -231.9% | +104.0% |
| All | +1,317.4% | +734.5% | +582.9% | +791.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling