+32.3%
FSLR vs DECK
-11.0%
+43.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.0% | -1.3% | +3.5% |
| 7D | +10.3% | +10.4% | 0.0% | +8.3% |
| 30D | +10.4% | +11.1% | -0.7% | +8.1% |
| 3M | -20.2% | -10.8% | -9.4% | -18.6% |
| 6M | -8.0% | -8.7% | +0.8% | -6.8% |
| YTD | -25.5% | -14.0% | -11.5% | -24.1% |
| 1Y | -26.0% | +12.0% | -38.0% | -28.2% |
| All | +32.3% | -11.0% | +43.3% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling