-23.6%
DIS vs FSLR
+51.6%
-75.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | +0.9% | -12.0% | +12.8% | +2.0% |
| 30D | +8.9% | -7.7% | +16.6% | +9.6% |
| 3M | +14.5% | -24.0% | +38.6% | +17.2% |
| 6M | +12.2% | -24.4% | +36.7% | +14.2% |
| YTD | +4.7% | -34.0% | +38.8% | +7.5% |
| 1Y | +2.8% | -35.6% | +38.4% | +5.7% |
| 3Y | +38.1% | +28.7% | +9.5% | +24.1% |
| 5Y | -23.6% | +55.3% | -78.9% | -40.3% |
| All | -23.6% | +51.6% | -75.2% | -40.3% |
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