-100.0%
DFNS vs FSLR
+193.9%
-293.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.6% | +14.3% | +13.0% |
| 7D | -13.0% | -8.4% | -4.6% | -12.1% |
| 30D | -56.9% | -0.9% | -56.0% | -57.0% |
| 3M | -93.2% | -26.1% | -67.2% | -92.9% |
| 6M | -95.4% | -23.6% | -71.8% | -95.3% |
| YTD | -99.5% | -31.8% | -67.7% | -99.5% |
| 1Y | -99.6% | -32.6% | -67.1% | -99.6% |
| 3Y | -100.0% | +33.0% | -133.0% | -100.0% |
| 5Y | -100.0% | +56.8% | -156.8% | -100.0% |
| All | -100.0% | +193.9% | -293.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling