+113.5%
FSLR vs DOCN
+117.0%
-3.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.6% | -3.9% |
| 7D | -12.0% | +27.4% | -39.4% | -16.1% |
| 30D | -7.7% | -29.7% | +22.1% | -2.4% |
| 3M | -24.0% | -32.5% | +8.4% | -19.9% |
| 6M | -24.4% | -42.2% | +17.7% | -18.9% |
| YTD | -34.0% | +87.2% | -121.2% | -46.1% |
| 1Y | -35.6% | +86.2% | -121.8% | -47.3% |
| 3Y | +28.7% | +257.4% | -228.8% | -12.6% |
| 5Y | +55.3% | -27.4% | +82.7% | +25.7% |
| All | +113.5% | +117.0% | -3.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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