+726.4%
FSLR vs DLTR
+1,133.2%
-406.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | 0.0% | +2.5% | -2.5% | -0.7% |
| 30D | -13.7% | +2.1% | -15.7% | -14.3% |
| 3M | -35.1% | +20.3% | -55.4% | -38.6% |
| 6M | +3.6% | +11.5% | -7.9% | -0.5% |
| YTD | -21.7% | +6.8% | -28.6% | -24.1% |
| 1Y | +1.3% | +31.1% | -29.8% | -7.6% |
| 3Y | +9.7% | +10.7% | -1.0% | +0.7% |
| 5Y | +117.4% | +41.6% | +75.8% | +77.2% |
| 10Y | +435.5% | +58.1% | +377.4% | +288.3% |
| All | +726.4% | +1,133.2% | -406.8% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling