+36.3%
DIS vs FSLR
+458.2%
-422.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.7% |
| 7D | +4.4% | -2.6% | +7.1% | +4.7% |
| 30D | +10.3% | +1.8% | +8.6% | +10.0% |
| 3M | +15.5% | -24.4% | +39.9% | +19.0% |
| 6M | +11.2% | -17.7% | +28.9% | +12.6% |
| YTD | +5.6% | -30.7% | +36.3% | +8.5% |
| 1Y | +7.7% | -33.6% | +41.4% | +11.2% |
| 3Y | +39.3% | +35.1% | +4.2% | +24.1% |
| 5Y | -29.5% | +63.1% | -92.6% | -41.9% |
| 10Y | +36.3% | +466.4% | -430.2% | -9.5% |
| All | +36.3% | +458.2% | -422.0% | -9.5% |
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