-100.0%
DFNS vs FSLR
+29.6%
-129.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | -6.0% | -14.8% | +8.8% | -1.6% |
| 30D | -71.2% | -4.3% | -66.9% | -71.0% |
| 3M | -94.5% | -23.4% | -71.1% | -94.1% |
| 6M | -96.5% | -26.9% | -69.6% | -96.2% |
| YTD | -99.6% | -34.4% | -65.2% | -99.6% |
| 1Y | -99.7% | -33.2% | -66.5% | -99.7% |
| 3Y | -100.0% | +28.1% | -128.0% | -100.0% |
| All | -100.0% | +29.6% | -129.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling