+111.4%
DAL vs FSLR
+53.9%
+57.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.1% | -14.8% | +13.7% | +2.0% |
| 30D | +12.8% | -4.3% | +17.1% | +13.7% |
| 3M | -5.3% | -23.4% | +18.1% | -0.7% |
| 6M | +22.4% | -26.9% | +49.3% | +28.7% |
| YTD | +25.6% | -34.4% | +60.0% | +33.4% |
| 1Y | +45.5% | -33.2% | +78.7% | +53.9% |
| 3Y | +161.0% | +28.1% | +132.9% | +126.0% |
| All | +111.4% | +53.9% | +57.6% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling