+453.5%
FSLR vs DKS
+199.2%
+254.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -0.1% | -4.7% | +4.6% | +0.9% |
| 30D | -14.0% | -35.1% | +21.1% | -6.3% |
| 3M | -16.9% | -37.7% | +20.8% | -8.8% |
| 6M | +4.7% | -30.7% | +35.5% | +11.7% |
| YTD | -20.7% | -31.9% | +11.2% | -15.2% |
| 1Y | +1.7% | -40.0% | +41.7% | +11.6% |
| 3Y | +13.1% | +28.4% | -15.3% | +0.1% |
| 5Y | +108.4% | +12.4% | +96.0% | +81.4% |
| All | +453.5% | +199.2% | +254.3% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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