+142.5%
FSLR vs DOCN
+70.4%
+72.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.9% | +16.5% | +3.6% |
| 7D | +10.7% | -29.3% | +39.9% | +17.4% |
| 30D | +8.9% | -46.0% | +54.9% | +21.0% |
| 3M | -17.3% | -43.2% | +25.9% | -10.1% |
| 6M | -10.8% | -53.7% | +43.0% | -0.1% |
| YTD | -25.1% | +46.9% | -72.0% | -35.7% |
| 1Y | -29.4% | +54.3% | -83.8% | -40.2% |
| 3Y | +28.8% | +185.5% | -156.7% | -8.7% |
| 5Y | +68.3% | -31.1% | +99.4% | +37.9% |
| All | +142.5% | +70.4% | +72.2% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling