+36.9%
FSLR vs DAR
+11.9%
+25.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +3.0% |
| 7D | +15.3% | -9.9% | +25.3% | +18.7% |
| 30D | +11.7% | -16.4% | +28.0% | +17.2% |
| 3M | -17.6% | -17.1% | -0.6% | -13.9% |
| 6M | -7.7% | -20.5% | +12.7% | -2.5% |
| YTD | -23.0% | +39.4% | -62.4% | -33.3% |
| 1Y | -26.0% | +57.2% | -83.3% | -38.8% |
| 3Y | +36.9% | +13.9% | +23.0% | +22.9% |
| All | +36.9% | +11.9% | +25.0% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling