+569.1%
DIA vs FSLR
+734.5%
-165.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -1.5% | -13.7% | +12.1% | +0.2% |
| 3M | +3.8% | -35.1% | +38.8% | +8.9% |
| 6M | +10.3% | +3.6% | +6.6% | +9.0% |
| YTD | +12.1% | -21.7% | +33.8% | +14.1% |
| 1Y | +18.6% | +1.3% | +17.4% | +16.5% |
| 3Y | +60.6% | +9.7% | +50.9% | +49.6% |
| 5Y | +64.4% | +117.4% | -52.9% | +35.4% |
| 10Y | +250.1% | +435.5% | -185.4% | +140.9% |
| All | +569.1% | +734.5% | -165.4% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling