+153.3%
FSLR vs DOCN
+171.0%
-17.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.0% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -13.7% | -9.6% | -4.0% | -12.6% |
| 3M | -35.1% | -37.7% | +2.6% | -29.9% |
| 6M | +3.6% | +115.2% | -111.6% | -15.1% |
| YTD | -21.7% | +133.7% | -155.5% | -37.5% |
| 1Y | +1.3% | +250.2% | -248.9% | -25.8% |
| 3Y | +9.7% | +320.3% | -310.6% | -26.8% |
| 5Y | +117.4% | +53.1% | +64.3% | +54.3% |
| All | +153.3% | +171.0% | -17.7% | +54.5% |
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