+378.3%
DDOG vs FSLR
+190.3%
+188.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.1% | +1.3% |
| 7D | -16.9% | +5.3% | -22.1% | -18.0% |
| 30D | -38.8% | +7.8% | -46.5% | -39.9% |
| 3M | -23.2% | -23.4% | +0.2% | -19.4% |
| 6M | -10.3% | -12.9% | +2.6% | -9.6% |
| YTD | +32.1% | -26.7% | +58.7% | +36.4% |
| 1Y | -6.1% | -28.4% | +22.3% | -2.7% |
| 3Y | +79.2% | +44.6% | +34.6% | +38.9% |
| 5Y | -8.6% | +67.9% | -76.5% | -38.6% |
| All | +378.3% | +190.3% | +188.0% | +168.8% |
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