+66.7%
FSLR vs DECK
+31.2%
+35.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.0% | -1.3% | +3.1% |
| 7D | +10.3% | +10.4% | 0.0% | +7.6% |
| 30D | +10.4% | +11.1% | -0.7% | +7.4% |
| 3M | -20.2% | -10.8% | -9.4% | -18.0% |
| 6M | -8.0% | -8.7% | +0.8% | -6.5% |
| YTD | -25.5% | -14.0% | -11.5% | -23.7% |
| 1Y | -26.0% | +12.0% | -38.0% | -29.4% |
| 3Y | +28.0% | -10.5% | +38.5% | +17.9% |
| 5Y | +66.7% | +28.5% | +38.2% | +23.4% |
| All | +66.7% | +31.2% | +35.5% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling