+9.6%
FSLR vs D
+56.9%
-47.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -13.7% | -3.6% | -10.1% | -12.9% |
| 3M | -35.1% | -1.0% | -34.1% | -35.1% |
| 6M | +3.6% | +6.3% | -2.6% | +1.2% |
| YTD | -21.7% | +14.7% | -36.4% | -25.4% |
| 1Y | +1.3% | +16.9% | -15.7% | -4.4% |
| All | +9.6% | +56.9% | -47.3% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling