+51.8%
FSLR vs DOW
-23.4%
+75.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.2% |
| 7D | +15.3% | -9.5% | +24.8% | +17.9% |
| 30D | +11.7% | +13.1% | -1.4% | +7.9% |
| 3M | -17.6% | +4.8% | -22.4% | -19.1% |
| 6M | -7.7% | -16.7% | +8.9% | -3.7% |
| YTD | -23.0% | +38.9% | -61.9% | -33.9% |
| 1Y | -26.0% | +48.3% | -74.3% | -38.0% |
| All | +51.8% | -23.4% | +75.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling