+55.3%
FSLR vs JD
-62.7%
+118.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | -12.0% | -4.0% | -8.0% | -11.3% |
| 30D | -7.7% | +2.7% | -10.3% | -8.1% |
| 3M | -24.0% | -13.0% | -11.0% | -22.1% |
| 6M | -24.4% | -12.7% | -11.7% | -22.8% |
| YTD | -34.0% | -0.8% | -33.2% | -34.4% |
| 1Y | -35.6% | -8.9% | -26.7% | -34.9% |
| 3Y | +28.7% | +17.0% | +11.6% | +20.7% |
| 5Y | +55.3% | -63.5% | +118.8% | +75.2% |
| All | +55.3% | -62.7% | +118.0% | +75.2% |
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 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