+64.1%
DIA vs FSLR
+116.7%
-52.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.5% |
| 7D | +0.1% | +6.8% | -6.8% | -0.5% |
| 30D | -2.1% | -14.7% | +12.7% | -0.9% |
| 3M | +4.2% | -22.6% | +26.7% | +6.0% |
| 6M | +11.9% | +12.7% | -0.8% | +10.4% |
| YTD | +10.8% | -18.4% | +29.2% | +11.7% |
| 1Y | +17.5% | +4.9% | +12.6% | +15.9% |
| 3Y | +59.9% | +16.4% | +43.5% | +51.1% |
| 5Y | +64.1% | +123.5% | -59.3% | +36.7% |
| All | +64.1% | +116.7% | -52.6% | +36.7% |
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 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