+152.4%
DKNG vs FSLR
+216.6%
-64.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | +3.0% | +2.2% | +0.8% | +2.4% |
| 30D | -3.0% | -7.8% | +4.8% | -1.2% |
| 3M | -17.6% | -22.9% | +5.3% | -12.7% |
| 6M | -3.2% | +4.4% | -7.6% | -6.7% |
| YTD | -28.2% | -20.0% | -8.2% | -26.6% |
| 1Y | -46.1% | +2.8% | -48.9% | -49.1% |
| 3Y | -22.2% | +16.5% | -38.7% | -37.0% |
| 5Y | -60.4% | +110.3% | -170.7% | -76.4% |
| All | +152.4% | +216.6% | -64.2% | +12.1% |
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 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