-26.0%
FSLR vs DLTR
+45.2%
-71.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.6% | -5.0% | +2.3% |
| 7D | +10.3% | +15.6% | -5.3% | +6.5% |
| 30D | +10.4% | +29.9% | -19.5% | +3.3% |
| 3M | -20.2% | +12.5% | -32.6% | -22.8% |
| 6M | -8.0% | +56.3% | -64.3% | -20.1% |
| YTD | -25.5% | +19.5% | -45.0% | -30.0% |
| 1Y | -26.0% | +44.0% | -70.0% | -35.7% |
| All | -26.0% | +45.2% | -71.2% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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