+43.3%
DIS vs FSLR
+32.4%
+10.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | +5.2% | +15.3% | -10.1% | +4.3% |
| 30D | +11.5% | +11.7% | -0.2% | +10.7% |
| 3M | +11.5% | -17.6% | +29.1% | +12.7% |
| 6M | +8.9% | -7.7% | +16.6% | +8.7% |
| YTD | +3.4% | -23.0% | +26.4% | +4.2% |
| 1Y | +7.2% | -26.0% | +33.2% | +8.3% |
| 3Y | +43.3% | +36.9% | +6.5% | +35.1% |
| All | +43.3% | +32.4% | +10.9% | +35.1% |
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