+4.9%
FSLR vs DD
+37.3%
-32.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +6.8% | -0.6% | +7.4% | +7.2% |
| 30D | -14.7% | -7.4% | -7.3% | -10.7% |
| 3M | -22.6% | -6.4% | -16.1% | -19.6% |
| 6M | +12.7% | -2.5% | +15.2% | +15.0% |
| YTD | -18.4% | +10.2% | -28.6% | -19.8% |
| 1Y | +4.9% | +36.9% | -32.0% | 0.0% |
| All | +4.9% | +37.3% | -32.3% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling