+381.8%
DAL vs FSLR
+230.2%
+151.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -5.0% | -4.5% |
| 7D | +4.6% | +10.7% | -6.1% | +2.6% |
| 30D | +2.3% | +8.9% | -6.6% | +0.7% |
| 3M | -8.1% | -17.3% | +9.2% | -5.0% |
| 6M | +21.4% | -10.8% | +32.2% | +22.9% |
| YTD | +24.3% | -25.1% | +49.4% | +29.0% |
| 1Y | +47.4% | -29.4% | +76.8% | +54.5% |
| 3Y | +164.6% | +28.8% | +135.8% | +133.4% |
| 5Y | +100.2% | +68.3% | +31.9% | +60.9% |
| 10Y | +124.9% | +502.7% | -377.8% | +31.1% |
| All | +381.8% | +230.2% | +151.6% | +148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling