+131.6%
FSLR vs DOCS
-19.4%
+151.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.2% |
| 7D | +10.7% | -1.3% | +12.0% | +10.8% |
| 30D | +8.9% | +19.4% | -10.5% | +6.5% |
| 3M | -17.3% | +53.4% | -70.7% | -22.2% |
| 6M | -10.8% | +28.8% | -39.5% | -14.8% |
| YTD | -25.1% | -25.1% | 0.0% | -23.7% |
| 1Y | -29.4% | -48.1% | +18.7% | -24.8% |
| 3Y | +28.8% | +51.4% | -22.5% | +15.0% |
| 5Y | +68.3% | -51.1% | +119.4% | +61.1% |
| All | +131.6% | -19.4% | +151.0% | +123.3% |
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