+726.4%
FSLR vs D
+275.5%
+450.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -13.7% | -3.6% | -10.1% | -12.1% |
| 3M | -35.1% | -1.0% | -34.1% | -35.1% |
| 6M | +3.6% | +6.3% | -2.6% | -0.6% |
| YTD | -21.7% | +14.7% | -36.4% | -27.9% |
| 1Y | +1.3% | +16.9% | -15.7% | -8.3% |
| 3Y | +9.7% | +56.8% | -47.1% | -17.9% |
| 5Y | +117.4% | +5.2% | +112.2% | +98.5% |
| 10Y | +435.5% | +35.9% | +399.6% | +246.4% |
| All | +726.4% | +275.5% | +450.9% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling