+726.4%
FSLR vs DAR
+1,433.9%
-707.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.7% |
| 30D | -13.7% | +12.8% | -26.4% | -18.5% |
| 3M | -35.1% | +7.4% | -42.4% | -37.7% |
| 6M | +3.6% | +22.3% | -18.6% | -6.2% |
| YTD | -21.7% | +81.1% | -102.8% | -40.2% |
| 1Y | +1.3% | +106.5% | -105.2% | -27.8% |
| 3Y | +9.7% | +5.3% | +4.4% | -0.7% |
| 5Y | +117.4% | -11.5% | +128.9% | +102.5% |
| 10Y | +435.5% | +353.3% | +82.2% | +125.1% |
| All | +726.4% | +1,433.9% | -707.5% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling