-98.3%
DFNS vs FSLR
+3.4%
-101.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -4.6% |
| 7D | +0.8% | +6.8% | -6.0% | -5.1% |
| 30D | -73.2% | -14.7% | -58.5% | -68.9% |
| 3M | -72.4% | -22.6% | -49.9% | -69.2% |
| 6M | -95.2% | +12.7% | -107.9% | -95.3% |
| YTD | -98.0% | -18.4% | -79.6% | -97.7% |
| 1Y | -98.3% | +4.9% | -103.2% | -98.1% |
| All | -98.3% | +3.4% | -101.6% | -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