+36.6%
DIS vs FSLR
+519.9%
-483.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.7% | +6.8% | +2.6% |
| 7D | +5.3% | +5.3% | +0.1% | +4.6% |
| 30D | +10.2% | +7.8% | +2.5% | +9.2% |
| 3M | +13.5% | -23.4% | +36.9% | +16.8% |
| 6M | +11.1% | -12.9% | +24.0% | +11.7% |
| YTD | +5.5% | -26.7% | +32.2% | +7.7% |
| 1Y | +9.1% | -28.4% | +37.5% | +11.6% |
| 3Y | +36.0% | +44.6% | -8.6% | +20.1% |
| 5Y | -29.8% | +67.9% | -97.8% | -42.3% |
| 10Y | +36.6% | +496.9% | -460.3% | -9.8% |
| All | +36.6% | +519.9% | -483.3% | -9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling