+12.1%
DIA vs FSLR
-29.8%
+41.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +6.9% | +2.6% |
| 7D | +0.8% | +5.3% | -4.5% | +0.3% |
| 30D | +1.4% | +7.8% | -6.3% | +0.7% |
| 3M | -2.7% | -23.4% | +20.7% | -0.8% |
| 6M | +6.2% | -12.9% | +19.1% | +6.8% |
| YTD | +10.1% | -26.7% | +36.8% | +11.2% |
| All | +12.1% | -29.8% | +41.9% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling