+557.3%
DIA vs FSLR
+682.1%
-124.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +6.9% | +2.7% |
| 7D | +0.8% | +5.3% | -4.5% | +0.1% |
| 30D | +1.4% | +7.8% | -6.3% | +0.4% |
| 3M | -2.7% | -23.4% | +20.7% | +0.2% |
| 6M | +6.2% | -12.9% | +19.1% | +7.1% |
| YTD | +10.1% | -26.7% | +36.8% | +12.7% |
| 1Y | +13.0% | -28.4% | +41.4% | +15.8% |
| 3Y | +61.9% | +44.6% | +17.3% | +45.2% |
| 5Y | +57.1% | +67.9% | -10.9% | +33.7% |
| 10Y | +240.9% | +496.9% | -256.0% | +131.5% |
| All | +557.3% | +682.1% | -124.8% | +328.6% |
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