+458.5%
FSLR vs DLTR
+45.3%
+413.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.2% | -10.1% | +12.3% | +4.6% |
| 30D | -7.8% | -8.1% | +0.3% | -6.3% |
| 3M | -22.9% | +2.9% | -25.8% | -23.8% |
| 6M | +4.4% | +4.3% | 0.0% | +2.3% |
| YTD | -20.0% | -3.9% | -16.0% | -20.2% |
| 1Y | +2.8% | +18.9% | -16.1% | -2.5% |
| 3Y | +16.5% | +1.9% | +14.6% | +10.8% |
| 5Y | +110.3% | +31.0% | +79.3% | +82.4% |
| All | +458.5% | +45.3% | +413.2% | +321.6% |
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