+121.4%
DAL vs FSLR
+464.2%
-342.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | +2.3% | -8.4% | +10.8% | +4.1% |
| 30D | +14.3% | -0.9% | +15.2% | +14.4% |
| 3M | +1.3% | -26.1% | +27.4% | +7.2% |
| 6M | +29.3% | -23.6% | +52.9% | +35.1% |
| YTD | +33.0% | -31.8% | +64.8% | +40.7% |
| 1Y | +59.8% | -32.6% | +92.4% | +69.3% |
| 3Y | +177.2% | +33.0% | +144.2% | +138.2% |
| 5Y | +118.4% | +56.8% | +61.6% | +70.3% |
| 10Y | +121.4% | +455.6% | -334.1% | +25.2% |
| All | +121.4% | +464.2% | -342.8% | +25.2% |
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