+33.1%
FSLR vs JD
+17.6%
+15.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -8.4% | +0.4% | -8.9% | -8.5% |
| 30D | -0.9% | +4.2% | -5.1% | -1.7% |
| 3M | -26.1% | -12.8% | -13.3% | -24.0% |
| 6M | -23.6% | -8.8% | -14.9% | -22.6% |
| YTD | -31.8% | +0.5% | -32.3% | -32.6% |
| 1Y | -32.6% | -8.8% | -23.8% | -31.8% |
| All | +33.1% | +17.6% | +15.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling