-5.9%
DASH vs FSLR
+98.4%
-104.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.1% | -0.3% |
| 7D | -2.8% | -2.6% | -0.1% | -2.2% |
| 30D | -9.3% | +1.8% | -11.1% | -9.7% |
| 3M | -15.1% | -24.4% | +9.3% | -10.2% |
| 6M | +8.7% | -17.7% | +26.5% | +11.5% |
| YTD | -21.3% | -30.7% | +9.4% | -17.3% |
| 1Y | -12.7% | -33.6% | +21.0% | -7.6% |
| 3Y | +103.8% | +35.1% | +68.6% | +55.9% |
| 5Y | -16.8% | +63.1% | -79.9% | -52.8% |
| All | -5.9% | +98.4% | -104.4% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling