+16.4%
FSLR vs DKS
+28.7%
-12.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.9% | +9.2% | +5.4% |
| 7D | +6.8% | -0.4% | +7.2% | +6.8% |
| 30D | -14.7% | -36.6% | +21.9% | -6.4% |
| 3M | -22.6% | -37.6% | +15.1% | -14.9% |
| 6M | +12.7% | -32.1% | +44.8% | +20.8% |
| YTD | -18.4% | -32.3% | +14.0% | -12.6% |
| 1Y | +4.9% | -39.5% | +44.4% | +15.2% |
| 3Y | +16.4% | +27.7% | -11.3% | -20.7% |
| All | +16.4% | +28.7% | -12.3% | -20.7% |
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