+39.3%
DIS vs FSLR
+36.7%
+2.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.4% |
| 7D | +4.4% | -2.6% | +7.1% | +4.5% |
| 30D | +10.3% | +1.8% | +8.6% | +10.1% |
| 3M | +15.5% | -24.4% | +39.9% | +17.4% |
| 6M | +11.2% | -17.7% | +28.9% | +11.8% |
| YTD | +5.6% | -30.7% | +36.3% | +7.2% |
| 1Y | +7.7% | -33.6% | +41.4% | +9.6% |
| 3Y | +39.3% | +35.1% | +4.2% | +27.8% |
| All | +39.3% | +36.7% | +2.6% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling