+35.1%
FSLR vs DKS
+43.3%
-8.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.9% |
| 7D | -2.6% | +9.4% | -12.1% | -4.5% |
| 30D | +1.8% | +9.8% | -8.0% | -0.5% |
| 3M | -24.4% | -29.3% | +4.9% | -19.6% |
| 6M | -17.7% | -32.6% | +14.8% | -11.8% |
| YTD | -30.7% | -22.6% | -8.1% | -28.4% |
| 1Y | -33.6% | -29.8% | -3.8% | -29.9% |
| 3Y | +35.1% | +43.2% | -8.1% | +0.7% |
| All | +35.1% | +43.3% | -8.2% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling