+148.2%
FSLR vs DUOL
+2.7%
+145.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.2% | +1.3% |
| 7D | -0.1% | -8.6% | +8.5% | +1.3% |
| 30D | -14.0% | +7.2% | -21.2% | -15.2% |
| 3M | -16.9% | +19.1% | -36.0% | -20.1% |
| 6M | +4.7% | +52.5% | -47.8% | -4.7% |
| YTD | -20.7% | -17.3% | -3.4% | -19.7% |
| 1Y | +1.7% | -49.2% | +50.9% | +11.7% |
| 3Y | +13.1% | -7.3% | +20.3% | +2.6% |
| 5Y | +108.4% | -16.3% | +124.7% | +60.8% |
| All | +148.2% | +2.7% | +145.5% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DUOL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling