-28.9%
DASH vs FSLR
+54.7%
-83.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.5% |
| 7D | -4.1% | -12.0% | +7.9% | -1.6% |
| 30D | -10.6% | -7.7% | -3.0% | -9.2% |
| 3M | -18.8% | -24.0% | +5.2% | -14.5% |
| 6M | +11.2% | -24.4% | +35.7% | +16.0% |
| YTD | -23.8% | -34.0% | +10.2% | -19.3% |
| 1Y | -12.2% | -35.6% | +23.4% | -6.8% |
| 3Y | +97.3% | +28.7% | +68.6% | +51.2% |
| All | -28.9% | +54.7% | -83.6% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling