+105.8%
DAL vs FSLR
+117.9%
-12.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -13.9% | -13.7% | -0.3% | -11.6% |
| 3M | +1.1% | -35.1% | +36.2% | +9.1% |
| 6M | +26.2% | +3.6% | +22.6% | +24.5% |
| YTD | +16.4% | -21.7% | +38.2% | +19.9% |
| 1Y | +33.9% | +1.3% | +32.6% | +31.0% |
| 3Y | +93.4% | +9.7% | +83.7% | +74.8% |
| All | +105.8% | +117.9% | -12.1% | +46.9% |
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