+424.2%
DUK vs FSLR
+734.5%
-310.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.9% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -1.7% | -13.7% | +12.0% | -0.9% |
| 3M | -0.4% | -35.1% | +34.6% | +1.6% |
| 6M | -7.2% | +3.6% | -10.9% | -7.9% |
| YTD | +5.3% | -21.7% | +27.0% | +6.0% |
| 1Y | +3.0% | +1.3% | +1.7% | +2.0% |
| 3Y | +53.1% | +9.7% | +43.4% | +47.8% |
| 5Y | +37.9% | +117.4% | -79.4% | +25.7% |
| 10Y | +124.8% | +435.5% | -310.7% | +86.6% |
| All | +424.2% | +734.5% | -310.3% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling