+726.4%
FSLR vs DD
+215.5%
+510.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | 0.0% | -3.5% | +3.5% | +2.0% |
| 30D | -13.7% | -10.3% | -3.3% | -8.2% |
| 3M | -35.1% | -7.5% | -27.5% | -32.0% |
| 6M | +3.6% | -8.0% | +11.6% | +8.7% |
| YTD | -21.7% | +10.5% | -32.2% | -26.3% |
| 1Y | +1.3% | +38.3% | -37.0% | -16.6% |
| 3Y | +9.7% | +42.5% | -32.8% | -13.8% |
| 5Y | +117.4% | +60.2% | +57.2% | +53.5% |
| 10Y | +435.5% | +68.9% | +366.6% | +220.7% |
| All | +726.4% | +215.5% | +510.9% | +315.1% |
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