+479.9%
FSLR vs DOC
+14.9%
+465.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +10.7% | +6.2% | +4.4% | +8.6% |
| 30D | +8.9% | +6.5% | +2.4% | +6.6% |
| 3M | -17.3% | -6.2% | -11.1% | -15.7% |
| 6M | -10.8% | +25.6% | -36.4% | -18.6% |
| YTD | -25.1% | +32.1% | -57.1% | -33.3% |
| 1Y | -29.4% | +20.3% | -49.7% | -35.0% |
| 3Y | +28.8% | +42.7% | -13.9% | +9.4% |
| 5Y | +68.3% | -22.2% | +90.5% | +74.4% |
| All | +479.9% | +14.9% | +465.0% | +401.5% |
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