+1,493.3%
DHR vs FSLR
+599.6%
+893.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +1.2% | -14.8% | +16.0% | +3.2% |
| 30D | +3.7% | -4.3% | +8.0% | +4.2% |
| 3M | +14.5% | -23.4% | +37.9% | +18.0% |
| 6M | +40.9% | -26.9% | +67.9% | +45.2% |
| YTD | +2.4% | -34.4% | +36.8% | +6.2% |
| 1Y | +6.1% | -33.2% | +39.3% | +9.6% |
| 3Y | +21.0% | +28.1% | -7.0% | +9.7% |
| 5Y | -11.4% | +54.5% | -65.9% | -24.4% |
| 10Y | +241.8% | +434.6% | -192.8% | +129.3% |
| All | +1,493.3% | +599.6% | +893.8% | +921.7% |
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 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