+726.4%
FSLR vs DOC
+103.8%
+622.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | 0.0% | -1.5% | +1.5% | +0.6% |
| 30D | -13.7% | -4.8% | -8.9% | -12.0% |
| 3M | -35.1% | +6.9% | -42.0% | -37.3% |
| 6M | +3.6% | +20.7% | -17.1% | -6.0% |
| YTD | -21.7% | +34.1% | -55.9% | -32.5% |
| 1Y | +1.3% | +22.6% | -21.4% | -9.3% |
| 3Y | +9.7% | +20.8% | -11.1% | -3.1% |
| 5Y | +117.4% | -24.9% | +142.2% | +131.4% |
| 10Y | +435.5% | -1.8% | +437.3% | +366.9% |
| All | +726.4% | +103.8% | +622.6% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling