+454.3%
FSLR vs DAR
+367.0%
+87.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.2% |
| 7D | +6.8% | -0.9% | +7.7% | +7.2% |
| 30D | -14.7% | +13.0% | -27.7% | -19.2% |
| 3M | -22.6% | +15.0% | -37.6% | -27.6% |
| 6M | +12.7% | +26.8% | -14.1% | +1.0% |
| YTD | -18.4% | +86.4% | -104.8% | -37.7% |
| 1Y | +4.9% | +115.1% | -110.2% | -25.4% |
| 3Y | +16.4% | +14.6% | +1.8% | +3.0% |
| 5Y | +123.5% | -8.8% | +132.2% | +107.3% |
| 10Y | +454.3% | +356.5% | +97.8% | +138.6% |
| All | +454.3% | +367.0% | +87.3% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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