+62.1%
DAL vs FSLR
-24.3%
+86.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.6% | +2.5% | +6.0% |
| 7D | +11.1% | +10.3% | +0.7% | +8.5% |
| 30D | +7.7% | +10.4% | -2.7% | +5.2% |
| 3M | -3.5% | -20.2% | +16.6% | +1.2% |
| 6M | +31.3% | -8.0% | +39.3% | +31.3% |
| YTD | +30.0% | -25.5% | +55.5% | +33.2% |
| 1Y | +62.1% | -26.0% | +88.0% | +65.5% |
| All | +62.1% | -24.3% | +86.3% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling