-12.1%
DASH vs FSLR
-35.9%
+23.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -4.5% | -14.8% | +10.2% | -3.6% |
| 30D | -6.8% | -4.3% | -2.5% | -6.6% |
| 3M | -20.7% | -23.4% | +2.7% | -20.4% |
| 6M | +15.1% | -26.9% | +42.0% | +15.9% |
| YTD | -24.3% | -34.4% | +10.1% | -24.0% |
| 1Y | -12.1% | -33.2% | +21.1% | -11.2% |
| All | -12.1% | -35.9% | +23.8% | -11.2% |
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