-100.0%
DFNS vs FSLR
+32.4%
-132.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.7% | -15.0% | -13.0% |
| 7D | -44.0% | +15.3% | -59.3% | -46.7% |
| 30D | -69.1% | +11.7% | -80.8% | -70.3% |
| 3M | -95.6% | -17.6% | -78.0% | -95.4% |
| 6M | -96.2% | -7.7% | -88.4% | -96.0% |
| YTD | -99.6% | -23.0% | -76.6% | -99.6% |
| 1Y | -99.7% | -26.0% | -73.7% | -99.7% |
| 3Y | -100.0% | +36.9% | -136.8% | -100.0% |
| All | -100.0% | +32.4% | -132.4% | -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