+21.4%
DAL vs FSLR
-8.5%
+29.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -5.0% | -4.5% |
| 7D | +4.6% | +10.7% | -6.1% | +1.9% |
| 30D | +2.3% | +8.9% | -6.6% | 0.0% |
| 3M | -8.1% | -17.3% | +9.2% | -4.1% |
| 6M | +21.4% | -10.8% | +32.2% | +18.5% |
| All | +21.4% | -8.5% | +29.9% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling