+418.1%
FSLR vs D
+48.0%
+370.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -14.8% | -1.4% | -13.4% | -14.5% |
| 30D | -4.3% | +7.7% | -12.0% | -6.0% |
| 3M | -23.4% | -0.3% | -23.1% | -23.3% |
| 6M | -26.9% | +10.1% | -37.0% | -28.8% |
| YTD | -34.4% | +19.1% | -53.5% | -37.3% |
| 1Y | -33.2% | +15.9% | -49.1% | -35.8% |
| 3Y | +28.1% | +75.0% | -46.9% | +10.2% |
| 5Y | +54.5% | +13.4% | +41.1% | +45.4% |
| All | +418.1% | +48.0% | +370.1% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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