+235.3%
DIA vs FSLR
+432.1%
-196.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | 0.0% |
| 7D | +1.6% | -12.0% | +13.6% | +3.0% |
| 30D | +1.2% | -7.7% | +8.9% | +2.0% |
| 3M | -2.4% | -24.0% | +21.6% | +0.4% |
| 6M | +5.7% | -24.4% | +30.1% | +8.2% |
| YTD | +9.9% | -34.0% | +44.0% | +13.6% |
| 1Y | +9.8% | -35.6% | +45.4% | +13.7% |
| 3Y | +59.8% | +28.7% | +31.1% | +44.2% |
| 5Y | +57.7% | +55.3% | +2.3% | +32.5% |
| All | +235.3% | +432.1% | -196.9% | +120.3% |
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