+2,876.0%
DELL vs FSLR
+432.1%
+2,443.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | 0.0% |
| 7D | +17.1% | -12.0% | +29.1% | +20.1% |
| 30D | -35.1% | -7.7% | -27.4% | -34.1% |
| 3M | -23.3% | -24.0% | +0.7% | -19.2% |
| 6M | +55.8% | -24.4% | +80.3% | +64.1% |
| YTD | +198.0% | -34.0% | +232.0% | +218.8% |
| 1Y | +166.6% | -35.6% | +202.2% | +186.4% |
| 3Y | +427.6% | +28.7% | +399.0% | +372.3% |
| 5Y | +630.6% | +55.3% | +575.3% | +490.4% |
| All | +2,876.0% | +432.1% | +2,443.9% | +1,721.0% |
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