+22,131.9%
TSLA vs DHR
+1,250.7%
+20,881.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.2% |
| 7D | +1.5% | -3.9% | +5.4% | +3.3% |
| 30D | +10.1% | +4.0% | +6.1% | +8.2% |
| 3M | -15.4% | +11.5% | -26.9% | -20.8% |
| 6M | -12.8% | +1.9% | -14.6% | -15.3% |
| YTD | -21.3% | -8.9% | -12.4% | -19.7% |
| 1Y | +4.6% | +5.1% | -0.5% | -1.1% |
| 3Y | +44.5% | -10.3% | +54.8% | +44.0% |
| 5Y | +44.8% | -27.8% | +72.6% | +57.9% |
| 10Y | +2,585.4% | +203.6% | +2,381.8% | +1,612.9% |
| All | +22,131.9% | +1,250.7% | +20,881.2% | +4,905.7% |
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