-17.2%
DASH vs FSLR
-24.3%
+7.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +8.0% |
| 7D | +17.2% | +10.3% | +6.8% | +16.4% |
| 30D | +3.6% | +10.4% | -6.9% | +2.9% |
| 3M | -1.9% | -20.2% | +18.3% | -1.9% |
| 6M | +15.1% | -8.0% | +23.1% | +15.8% |
| YTD | -12.3% | -25.5% | +13.2% | -12.4% |
| 1Y | -17.2% | -26.0% | +8.7% | -17.3% |
| All | -17.2% | -24.3% | +7.0% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling