-7.0%
DASH vs FSLR
+70.5%
-77.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -0.7% |
| 7D | +0.4% | +15.3% | -15.0% | -2.5% |
| 30D | -6.0% | +11.7% | -17.7% | -8.1% |
| 3M | -15.8% | -17.6% | +1.9% | -12.8% |
| 6M | +7.0% | -7.7% | +14.7% | +7.0% |
| YTD | -20.7% | -23.0% | +2.3% | -18.6% |
| 1Y | -8.5% | -26.0% | +17.5% | -5.6% |
| 3Y | +101.8% | +36.9% | +64.9% | +56.3% |
| All | -7.0% | +70.5% | -77.5% | -58.2% |
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 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