+431.2%
FSLR vs JD
+21.4%
+409.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.9% |
| 7D | 0.0% | -1.7% | +1.7% | +0.4% |
| 30D | -13.7% | -13.2% | -0.5% | -11.0% |
| 3M | -35.1% | -3.2% | -31.9% | -34.8% |
| 6M | +3.6% | +15.2% | -11.6% | -0.6% |
| YTD | -21.7% | +2.0% | -23.7% | -22.8% |
| 1Y | +1.3% | -5.4% | +6.7% | +1.4% |
| 3Y | +9.7% | -9.1% | +18.8% | +6.3% |
| 5Y | +117.4% | -59.6% | +177.0% | +138.8% |
| All | +431.2% | +21.4% | +409.8% | +290.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling