-26.2%
FSLR vs JD
-4.3%
-22.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.5% |
| 7D | +15.3% | +13.4% | +2.0% | +13.2% |
| 30D | +11.7% | +7.7% | +4.0% | +10.3% |
| 3M | -17.6% | -11.3% | -6.3% | -17.2% |
| 6M | -7.7% | -5.1% | -2.6% | -7.9% |
| YTD | -23.0% | +5.0% | -28.0% | -25.3% |
| All | -26.2% | -4.3% | -22.0% | -24.6% |
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