+420.9%
FSLR vs DD
+98.3%
+322.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | -12.0% | +6.7% | -18.7% | -14.6% |
| 30D | -7.7% | +19.4% | -27.1% | -15.0% |
| 3M | -24.0% | +7.6% | -31.6% | -26.8% |
| 6M | -24.4% | +2.9% | -27.3% | -25.6% |
| YTD | -34.0% | +29.9% | -63.9% | -41.3% |
| 1Y | -35.6% | +28.6% | -64.2% | -42.4% |
| 3Y | +28.7% | +90.0% | -61.3% | -4.3% |
| 5Y | +55.3% | +68.1% | -12.8% | +19.0% |
| All | +420.9% | +98.3% | +322.5% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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