+24,401.0%
TSLA vs DHR
+1,418.3%
+22,982.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +8.9% | +1.2% | +7.7% | +8.4% |
| 30D | +6.3% | +3.7% | +2.6% | +4.6% |
| 3M | +14.8% | +14.5% | +0.3% | +8.0% |
| 6M | -12.4% | +40.9% | -53.3% | -26.5% |
| YTD | -13.2% | +2.4% | -15.6% | -16.0% |
| 1Y | -2.9% | +6.1% | -9.0% | -7.8% |
| 3Y | +74.4% | +21.0% | +53.4% | +51.4% |
| 5Y | +13.3% | -11.4% | +24.7% | +13.3% |
| 10Y | +3,004.2% | +241.8% | +2,762.4% | +1,778.4% |
| All | +24,401.0% | +1,418.3% | +22,982.7% | +5,130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling