+3,047.2%
DELL vs FSLR
+356.1%
+2,691.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.6% | -7.1% |
| 7D | +4.9% | -14.8% | +19.7% | +8.2% |
| 30D | -32.1% | -4.3% | -27.8% | -31.6% |
| 3M | -30.2% | -23.4% | -6.9% | -26.7% |
| 6M | +41.7% | -26.9% | +68.6% | +50.0% |
| YTD | +176.6% | -34.4% | +211.0% | +196.0% |
| 1Y | +159.9% | -33.2% | +193.1% | +177.0% |
| 3Y | +388.0% | +28.1% | +359.9% | +338.5% |
| 5Y | +578.2% | +54.5% | +523.7% | +452.1% |
| 10Y | +2,653.4% | +434.6% | +2,218.8% | +1,601.0% |
| All | +3,047.2% | +356.1% | +2,691.1% | +1,871.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling