+125.9%
DUK vs FSLR
+461.4%
-335.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.2% | -14.0% | +11.8% | -1.7% |
| 3M | -3.7% | -16.9% | +13.2% | -3.1% |
| 6M | -6.3% | +4.7% | -11.1% | -6.9% |
| YTD | +4.5% | -20.7% | +25.2% | +4.9% |
| 1Y | +1.8% | +1.7% | +0.2% | +1.0% |
| 3Y | +46.8% | +13.1% | +33.7% | +41.8% |
| 5Y | +40.2% | +108.4% | -68.2% | +28.3% |
| All | +125.9% | +461.4% | -335.5% | +80.8% |
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