+261.4%
FSLR vs DOW
-10.2%
+271.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.3% |
| 7D | +15.3% | -9.5% | +24.8% | +19.0% |
| 30D | +11.7% | +13.1% | -1.4% | +6.7% |
| 3M | -17.6% | +4.8% | -22.4% | -19.7% |
| 6M | -7.7% | -16.7% | +8.9% | -3.2% |
| YTD | -23.0% | +38.9% | -61.9% | -34.6% |
| 1Y | -26.0% | +48.3% | -74.3% | -38.9% |
| 3Y | +36.9% | -24.4% | +61.2% | +42.8% |
| 5Y | +72.9% | -29.2% | +102.1% | +82.6% |
| All | +261.4% | -10.2% | +271.6% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling