+499.9%
DDOG vs FSLR
+207.7%
+292.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.8% | +11.9% | +8.2% |
| 7D | +7.7% | +0.2% | +7.4% | +7.5% |
| 30D | -13.6% | -15.1% | +1.5% | -10.7% |
| 3M | -0.9% | -22.5% | +21.6% | +3.8% |
| 6M | +75.2% | +4.0% | +71.3% | +69.9% |
| YTD | +65.7% | -22.3% | +87.9% | +69.9% |
| 1Y | +60.4% | 0.0% | +60.4% | +53.3% |
| 3Y | +130.7% | +10.9% | +119.8% | +95.7% |
| 5Y | +59.9% | +105.4% | -45.5% | +2.7% |
| All | +499.9% | +207.7% | +292.2% | +235.0% |
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