+694.6%
DELL vs FSLR
+15.2%
+679.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +0.9% |
| 7D | +25.6% | +6.8% | +18.8% | +23.8% |
| 30D | +17.7% | -14.7% | +32.4% | +21.7% |
| 3M | +33.4% | -22.6% | +56.0% | +40.5% |
| 6M | +266.2% | +12.7% | +253.5% | +257.3% |
| YTD | +328.0% | -18.4% | +346.4% | +341.9% |
| 1Y | +339.6% | +4.9% | +334.6% | +330.0% |
| 3Y | +694.6% | +16.4% | +678.2% | +629.8% |
| All | +694.6% | +15.2% | +679.4% | +629.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling