+424.5%
FSLR vs DOC
-2.1%
+426.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | -13.7% | -4.8% | -8.9% | -12.4% |
| 3M | -35.1% | +6.9% | -42.0% | -36.9% |
| 6M | +3.6% | +20.7% | -17.1% | -4.1% |
| YTD | -21.7% | +34.1% | -55.9% | -30.6% |
| 1Y | +1.3% | +22.6% | -21.4% | -7.3% |
| 3Y | +9.7% | +20.8% | -11.1% | -1.1% |
| 5Y | +117.4% | -24.9% | +142.2% | +127.9% |
| All | +424.5% | -2.1% | +426.6% | +389.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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