+633.1%
DELL vs FSLR
+64.7%
+568.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.6% | +13.3% | +12.1% |
| 7D | +0.4% | -8.4% | +8.8% | +1.9% |
| 30D | -35.1% | -0.9% | -34.2% | -35.1% |
| 3M | -15.1% | -26.1% | +10.9% | -10.6% |
| 6M | +51.7% | -23.6% | +75.4% | +59.0% |
| YTD | +200.0% | -31.8% | +231.8% | +217.7% |
| 1Y | +172.1% | -32.6% | +204.7% | +188.6% |
| 3Y | +431.2% | +33.0% | +398.2% | +389.4% |
| 5Y | +633.1% | +56.8% | +576.3% | +506.6% |
| All | +633.1% | +64.7% | +568.4% | +506.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling