+726.4%
FSLR vs DKS
+602.1%
+124.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | 0.0% | +3.0% | -3.0% | -1.0% |
| 30D | -13.7% | -30.5% | +16.9% | -4.9% |
| 3M | -35.1% | -35.7% | +0.6% | -26.8% |
| 6M | +3.6% | -29.7% | +33.3% | +12.8% |
| YTD | -21.7% | -28.9% | +7.1% | -15.4% |
| 1Y | +1.3% | -35.9% | +37.1% | +12.6% |
| 3Y | +9.7% | +28.2% | -18.5% | -8.8% |
| 5Y | +117.4% | +11.8% | +105.5% | +76.1% |
| 10Y | +435.5% | +211.6% | +223.9% | +148.8% |
| All | +726.4% | +602.1% | +124.3% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling