+2,664.3%
TSLA vs DHR
+209.4%
+2,454.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | -3.6% | +6.8% | +5.3% |
| 30D | +11.6% | -2.7% | +14.3% | +13.3% |
| 3M | -8.4% | +10.9% | -19.4% | -16.0% |
| 6M | -10.4% | +3.0% | -13.4% | -14.6% |
| YTD | -18.7% | -12.2% | -6.5% | -14.7% |
| 1Y | -0.9% | +3.3% | -4.2% | -7.7% |
| 3Y | +33.6% | -8.2% | +41.8% | +28.3% |
| 5Y | +48.9% | -29.9% | +78.8% | +69.1% |
| All | +2,664.3% | +209.4% | +2,454.9% | +1,208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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