+592.8%
FSLR vs JBL
+1,023.4%
-430.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | -14.8% | +6.3% | -21.1% | -17.2% |
| 30D | -4.3% | -13.5% | +9.2% | +0.9% |
| 3M | -23.4% | -31.3% | +8.0% | -11.8% |
| 6M | -26.9% | -28.4% | +1.5% | -17.6% |
| YTD | -34.4% | +11.6% | -46.0% | -40.0% |
| 1Y | -33.2% | +26.1% | -59.3% | -42.1% |
| 3Y | +28.1% | +97.4% | -69.3% | -14.1% |
| 5Y | +54.5% | +301.0% | -246.5% | -27.0% |
| 10Y | +434.6% | +1,151.1% | -716.5% | +43.8% |
| All | +592.8% | +1,023.4% | -430.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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