+126.7%
FSLR vs DOCS
-20.2%
+146.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -4.9% |
| 7D | +5.3% | 0.0% | +5.3% | +5.2% |
| 30D | +7.8% | +7.8% | 0.0% | +6.7% |
| 3M | -23.4% | +20.0% | -43.3% | -25.3% |
| 6M | -12.9% | +26.5% | -39.4% | -16.6% |
| YTD | -26.7% | -25.8% | -0.9% | -25.3% |
| 1Y | -28.4% | -39.5% | +11.0% | -25.2% |
| 3Y | +44.6% | +60.3% | -15.8% | +27.9% |
| 5Y | +67.9% | -57.0% | +125.0% | +61.0% |
| All | +126.7% | -20.2% | +146.9% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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