+431.2%
FSLR vs D
+34.8%
+396.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | 0.0% | +1.5% | -1.5% | -0.3% |
| 30D | -13.7% | -2.6% | -11.1% | -13.2% |
| 3M | -35.1% | 0.0% | -35.1% | -35.2% |
| 6M | +3.6% | +7.4% | -3.7% | +1.5% |
| YTD | -21.7% | +15.9% | -37.6% | -24.7% |
| 1Y | +1.3% | +18.1% | -16.8% | -3.3% |
| 3Y | +9.7% | +58.4% | -48.7% | -3.8% |
| 5Y | +117.4% | +5.2% | +112.2% | +107.6% |
| All | +431.2% | +34.8% | +396.3% | +358.3% |
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