+726.4%
FSLR vs DECK
+2,725.8%
-1,999.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.9% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | -13.7% | -13.6% | -0.1% | -9.6% |
| 3M | -35.1% | -21.2% | -13.8% | -30.2% |
| 6M | +3.6% | -21.1% | +24.7% | +10.9% |
| YTD | -21.7% | -17.2% | -4.5% | -18.3% |
| 1Y | +1.3% | -30.7% | +32.0% | +10.5% |
| 3Y | +9.7% | -3.4% | +13.1% | -1.3% |
| 5Y | +117.4% | +25.5% | +91.8% | +72.1% |
| 10Y | +435.5% | +714.7% | -279.2% | +95.4% |
| All | +726.4% | +2,725.8% | -1,999.4% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling