+479.9%
FSLR vs DECK
+885.7%
-405.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.0% |
| 7D | +10.7% | +6.0% | +4.7% | +9.0% |
| 30D | +8.9% | +7.4% | +1.4% | +6.8% |
| 3M | -17.3% | -11.7% | -5.7% | -14.8% |
| 6M | -10.8% | -11.0% | +0.2% | -8.7% |
| YTD | -25.1% | -15.4% | -9.7% | -22.9% |
| 1Y | -29.4% | +7.2% | -36.7% | -32.0% |
| 3Y | +28.8% | -11.8% | +40.7% | +22.4% |
| 5Y | +68.3% | +24.3% | +44.0% | +38.4% |
| All | +479.9% | +885.7% | -405.8% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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