+418.1%
FSLR vs DLTR
+76.3%
+341.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | 0.0% |
| 7D | -14.8% | +5.3% | -20.1% | -15.8% |
| 30D | -4.3% | +13.4% | -17.7% | -7.3% |
| 3M | -23.4% | +6.6% | -30.0% | -25.0% |
| 6M | -26.9% | +59.1% | -86.0% | -34.8% |
| YTD | -34.4% | +12.3% | -46.6% | -37.1% |
| 1Y | -33.2% | +33.9% | -67.1% | -38.5% |
| 3Y | +28.1% | +23.0% | +5.1% | +16.2% |
| 5Y | +54.5% | +22.1% | +32.4% | +37.0% |
| All | +418.1% | +76.3% | +341.9% | +290.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling