+105.4%
FSLR vs DLTR
+27.2%
+78.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.6% | -0.2% | -3.8% |
| 7D | +0.2% | -10.2% | +10.5% | +2.4% |
| 30D | -15.1% | -8.5% | -6.7% | -13.8% |
| 3M | -22.5% | +5.6% | -28.1% | -23.7% |
| 6M | +4.0% | +2.2% | +1.8% | +2.4% |
| YTD | -22.3% | -3.8% | -18.5% | -22.5% |
| 1Y | 0.0% | +22.9% | -22.9% | -5.2% |
| 3Y | +10.9% | +2.0% | +8.8% | +6.1% |
| 5Y | +105.4% | +29.8% | +75.6% | +99.7% |
| All | +105.4% | +27.2% | +78.2% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling