-98.3%
DFNS vs FSLR
+1.0%
-99.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.9% |
| 7D | -16.0% | 0.0% | -16.0% | -15.9% |
| 30D | -77.7% | -13.7% | -64.0% | -74.4% |
| 3M | -77.2% | -35.1% | -42.1% | -72.1% |
| 6M | -95.2% | +3.6% | -98.8% | -95.0% |
| YTD | -98.0% | -21.7% | -76.2% | -97.6% |
| 1Y | -98.3% | +1.3% | -99.5% | -98.1% |
| All | -98.3% | +1.0% | -99.3% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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