+713.0%
FSLR vs DD
+251.2%
+461.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.1% |
| 7D | +15.3% | +4.6% | +10.7% | +12.0% |
| 30D | +11.7% | +11.8% | -0.1% | +4.4% |
| 3M | -17.6% | +2.2% | -19.8% | -18.9% |
| 6M | -7.7% | -1.6% | -6.1% | -7.0% |
| YTD | -23.0% | +23.0% | -46.0% | -32.1% |
| 1Y | -26.0% | +26.9% | -53.0% | -35.9% |
| 3Y | +36.9% | +77.9% | -41.0% | -5.4% |
| 5Y | +72.9% | +59.9% | +13.0% | +23.2% |
| 10Y | +519.3% | +90.1% | +429.2% | +244.9% |
| All | +713.0% | +251.2% | +461.8% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling