-33.2%
FSLR vs DLTR
+34.7%
-67.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.1% |
| 7D | -14.8% | +5.3% | -20.1% | -15.8% |
| 30D | -4.3% | +13.4% | -17.7% | -7.4% |
| 3M | -23.4% | +6.6% | -30.0% | -25.0% |
| 6M | -26.9% | +59.1% | -86.0% | -36.0% |
| YTD | -34.4% | +12.3% | -46.6% | -37.4% |
| 1Y | -33.2% | +33.9% | -67.1% | -41.2% |
| All | -33.2% | +34.7% | -67.9% | -41.2% |
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 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