+713.0%
FSLR vs D
+291.2%
+421.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.5% |
| 7D | +15.3% | +3.0% | +12.4% | +13.6% |
| 30D | +11.7% | +11.5% | +0.2% | +5.3% |
| 3M | -17.6% | +3.7% | -21.3% | -19.2% |
| 6M | -7.7% | +13.5% | -21.3% | -14.5% |
| YTD | -23.0% | +20.7% | -43.7% | -31.0% |
| 1Y | -26.0% | +18.2% | -44.3% | -33.2% |
| 3Y | +36.9% | +73.3% | -36.4% | -2.7% |
| 5Y | +72.9% | +12.3% | +60.7% | +53.1% |
| 10Y | +519.3% | +43.4% | +475.9% | +288.7% |
| All | +713.0% | +291.2% | +421.8% | +86.8% |
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 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