+420.9%
FSLR vs DAR
+307.1%
+113.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.4% | -4.1% |
| 7D | -12.0% | +9.2% | -21.2% | -15.1% |
| 30D | -7.7% | -12.3% | +4.6% | -3.5% |
| 3M | -24.0% | -12.7% | -11.3% | -20.9% |
| 6M | -24.4% | -12.8% | -11.7% | -21.9% |
| YTD | -34.0% | +53.8% | -87.8% | -46.1% |
| 1Y | -35.6% | +60.3% | -95.9% | -48.4% |
| 3Y | +28.7% | +31.7% | -3.1% | +6.2% |
| 5Y | +55.3% | -27.7% | +83.1% | +57.0% |
| All | +420.9% | +307.1% | +113.8% | +139.7% |
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