+496.9%
FSLR vs JD
+31.7%
+465.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.2% | -4.2% |
| 7D | +5.3% | +7.9% | -2.7% | +3.5% |
| 30D | +7.8% | +4.8% | +3.0% | +6.7% |
| 3M | -23.4% | -13.9% | -9.4% | -20.8% |
| 6M | -12.9% | -5.8% | -7.1% | -12.2% |
| YTD | -26.7% | +2.4% | -29.1% | -27.7% |
| 1Y | -28.4% | -7.5% | -20.9% | -27.8% |
| 3Y | +44.6% | +20.9% | +23.7% | +31.6% |
| 5Y | +67.9% | -58.0% | +126.0% | +82.9% |
| 10Y | +496.9% | +28.9% | +468.0% | +357.2% |
| All | +496.9% | +31.7% | +465.2% | +357.2% |
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