-26.0%
FSLR vs JD
-9.8%
-16.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.2% |
| 7D | +10.3% | +9.0% | +1.4% | +9.0% |
| 30D | +10.4% | +5.2% | +5.2% | +9.5% |
| 3M | -20.2% | -15.9% | -4.3% | -19.1% |
| 6M | -8.0% | -7.7% | -0.3% | -7.9% |
| YTD | -25.5% | +0.1% | -25.6% | -27.2% |
| 1Y | -26.0% | -9.7% | -16.2% | -22.6% |
| All | -26.0% | -9.8% | -16.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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