+53.3%
DIA vs FSLR
+70.5%
-17.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | -0.9% | +15.3% | -16.3% | -2.0% |
| 30D | +0.3% | +11.7% | -11.4% | -0.6% |
| 3M | -4.5% | -17.6% | +13.1% | -3.3% |
| 6M | +3.4% | -7.7% | +11.1% | +3.5% |
| YTD | +7.8% | -23.0% | +30.8% | +8.9% |
| 1Y | +10.7% | -26.0% | +36.8% | +12.2% |
| 3Y | +57.5% | +36.9% | +20.7% | +45.9% |
| All | +53.3% | +70.5% | -17.2% | +30.9% |
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