+4,150.0%
DELL vs FSLR
+450.4%
+3,699.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.0% | +1.2% |
| 7D | +8.7% | +0.2% | +8.5% | +8.7% |
| 30D | +16.9% | -15.1% | +32.0% | +20.5% |
| 3M | +40.4% | -22.5% | +63.0% | +47.3% |
| 6M | +267.1% | +4.0% | +263.1% | +263.5% |
| YTD | +329.1% | -22.3% | +351.3% | +345.4% |
| 1Y | +346.9% | 0.0% | +346.9% | +340.9% |
| 3Y | +696.6% | +10.9% | +685.8% | +632.6% |
| 5Y | +1,106.2% | +105.4% | +1,000.8% | +826.2% |
| All | +4,150.0% | +450.4% | +3,699.6% | +2,439.8% |
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