+555.2%
DIA vs FSLR
+638.7%
-83.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.4% |
| 7D | +0.9% | -2.6% | +3.5% | +1.2% |
| 30D | +1.1% | +1.8% | -0.7% | +0.8% |
| 3M | -2.9% | -24.4% | +21.5% | +0.1% |
| 6M | +5.9% | -17.7% | +23.6% | +7.5% |
| YTD | +9.8% | -30.7% | +40.5% | +13.1% |
| 1Y | +11.7% | -33.6% | +45.3% | +15.5% |
| 3Y | +59.5% | +35.1% | +24.4% | +44.3% |
| 5Y | +57.5% | +63.1% | -5.5% | +34.5% |
| 10Y | +235.9% | +466.4% | -230.5% | +129.6% |
| All | +555.2% | +638.7% | -83.4% | +330.2% |
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