+251.0%
DIA vs FSLR
+431.1%
-180.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | -0.2% |
| 7D | -1.2% | +0.2% | -1.5% | -1.3% |
| 30D | -2.7% | -15.1% | +12.5% | -0.9% |
| 3M | +3.3% | -22.5% | +25.8% | +6.0% |
| 6M | +10.4% | +4.0% | +6.5% | +9.1% |
| YTD | +10.0% | -22.3% | +32.2% | +11.9% |
| 1Y | +16.2% | 0.0% | +16.2% | +14.3% |
| 3Y | +58.7% | +10.9% | +47.9% | +47.4% |
| 5Y | +63.6% | +105.4% | -41.8% | +33.0% |
| 10Y | +251.0% | +447.0% | -196.0% | +129.6% |
| All | +251.0% | +431.1% | -180.1% | +129.6% |
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 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