-26.0%
FSLR vs DOW
+50.2%
-76.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.9% | +4.8% |
| 7D | +10.3% | -4.2% | +14.5% | +10.5% |
| 30D | +10.4% | +14.7% | -4.3% | +9.2% |
| 3M | -20.2% | +9.1% | -29.2% | -20.7% |
| 6M | -8.0% | -17.7% | +9.7% | -4.6% |
| YTD | -25.5% | +44.6% | -70.2% | -37.3% |
| 1Y | -26.0% | +51.9% | -77.9% | -38.2% |
| All | -26.0% | +50.2% | -76.2% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling