+9.6%
FSLR vs DOC
+20.8%
-11.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | -13.7% | -4.8% | -8.9% | -12.7% |
| 3M | -35.1% | +6.9% | -42.0% | -36.7% |
| 6M | +3.6% | +20.7% | -17.1% | -3.1% |
| YTD | -21.7% | +34.1% | -55.9% | -30.3% |
| 1Y | +1.3% | +22.6% | -21.4% | -6.3% |
| All | +9.6% | +20.8% | -11.1% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling