+61.6%
DRAM vs FSLR
-9.5%
+71.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.6% | +11.9% | +11.4% |
| 7D | -0.6% | -8.4% | +7.9% | +4.6% |
| 30D | -18.0% | -0.9% | -17.1% | -18.7% |
| 3M | -11.9% | -26.1% | +14.2% | +7.6% |
| 6M | -18.6% | -23.6% | +5.1% | +4.0% |
| All | +61.6% | -9.5% | +71.0% | +88.9% |
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