+713.0%
FSLR vs DAR
+1,080.9%
-367.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +3.2% |
| 7D | +15.3% | -9.9% | +25.3% | +20.2% |
| 30D | +11.7% | -16.4% | +28.0% | +19.7% |
| 3M | -17.6% | -17.1% | -0.6% | -12.2% |
| 6M | -7.7% | -20.5% | +12.7% | -0.4% |
| YTD | -23.0% | +39.4% | -62.4% | -34.9% |
| 1Y | -26.0% | +57.2% | -83.3% | -40.8% |
| 3Y | +36.9% | +13.9% | +23.0% | +19.1% |
| 5Y | +72.9% | -40.8% | +113.7% | +89.7% |
| 10Y | +519.3% | +276.2% | +243.0% | +178.8% |
| All | +713.0% | +1,080.9% | -367.9% | +109.6% |
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 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