+686.2%
FSLR vs DECK
+2,834.5%
-2,148.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.0% | -1.3% | +2.7% |
| 7D | +10.3% | +10.4% | 0.0% | +6.8% |
| 30D | +10.4% | +11.1% | -0.7% | +6.5% |
| 3M | -20.2% | -10.8% | -9.4% | -17.4% |
| 6M | -8.0% | -8.7% | +0.8% | -6.1% |
| YTD | -25.5% | -14.0% | -11.5% | -23.4% |
| 1Y | -26.0% | +12.0% | -38.0% | -30.5% |
| 3Y | +28.0% | -10.5% | +38.5% | +19.5% |
| 5Y | +66.7% | +28.5% | +38.2% | +31.7% |
| 10Y | +498.9% | +923.3% | -424.4% | +101.9% |
| All | +686.2% | +2,834.5% | -2,148.3% | +24.0% |
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