0.0%
FSLR vs DKS
-40.1%
+40.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -4.9% |
| 7D | +0.2% | -2.9% | +3.1% | +0.6% |
| 30D | -15.1% | -37.7% | +22.6% | -8.4% |
| 3M | -22.5% | -38.9% | +16.4% | -16.3% |
| 6M | +4.0% | -31.1% | +35.0% | +9.2% |
| YTD | -22.3% | -31.8% | +9.6% | -17.8% |
| 1Y | 0.0% | -38.0% | +38.1% | +8.9% |
| All | 0.0% | -40.1% | +40.1% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling