+122.8%
DAL vs FSLR
+498.1%
-375.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.6% | +1.6% |
| 7D | +8.8% | +15.3% | -6.5% | +5.7% |
| 30D | +5.4% | +11.7% | -6.3% | +3.0% |
| 3M | -4.9% | -17.6% | +12.7% | -1.5% |
| 6M | +19.8% | -7.7% | +27.6% | +20.5% |
| YTD | +27.0% | -23.0% | +50.0% | +31.2% |
| 1Y | +52.5% | -26.0% | +78.5% | +58.6% |
| 3Y | +173.8% | +36.9% | +137.0% | +134.6% |
| 5Y | +104.5% | +72.9% | +31.6% | +56.8% |
| All | +122.8% | +498.1% | -375.3% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling