+74.9%
FSLR vs JD
-58.0%
+132.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.4% |
| 7D | +15.3% | +13.4% | +2.0% | +12.7% |
| 30D | +11.7% | +7.7% | +4.0% | +10.2% |
| 3M | -17.6% | -11.3% | -6.3% | -15.9% |
| 6M | -7.7% | -5.1% | -2.6% | -7.3% |
| YTD | -23.0% | +5.0% | -28.0% | -24.3% |
| 1Y | -26.0% | -5.6% | -20.4% | -25.8% |
| 3Y | +36.9% | +17.8% | +19.1% | +28.1% |
| All | +74.9% | -58.0% | +132.8% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling