-22.5%
DIS vs FSLR
+53.9%
-76.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | +1.9% | -14.8% | +16.7% | +3.4% |
| 30D | +9.2% | -4.3% | +13.5% | +9.5% |
| 3M | +13.5% | -23.4% | +36.9% | +16.1% |
| 6M | +14.3% | -26.9% | +41.2% | +16.7% |
| YTD | +5.4% | -34.4% | +39.8% | +8.2% |
| 1Y | +12.2% | -33.2% | +45.4% | +14.8% |
| 3Y | +37.2% | +28.1% | +9.1% | +23.3% |
| All | -22.5% | +53.9% | -76.4% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling