+143.3%
DELL vs FSLR
-24.3%
+167.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.6% | -13.5% | -10.3% |
| 7D | -24.6% | +10.3% | -34.9% | -27.2% |
| 30D | -32.5% | +10.4% | -42.9% | -34.7% |
| 3M | -20.2% | -20.2% | 0.0% | -15.3% |
| 6M | +76.5% | -8.0% | +84.5% | +83.2% |
| YTD | +198.9% | -25.5% | +224.5% | +221.3% |
| 1Y | +143.3% | -26.0% | +169.3% | +159.8% |
| All | +143.3% | -24.3% | +167.6% | +159.8% |
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 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