+57.3%
DVN vs FSLR
+429.3%
-372.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +10.4% | -14.8% | +25.1% | +14.0% |
| 30D | -6.7% | -4.3% | -2.4% | -6.3% |
| 3M | +5.6% | -23.4% | +29.0% | +10.8% |
| 6M | +0.7% | -26.9% | +27.6% | +5.0% |
| YTD | +29.6% | -34.4% | +64.0% | +36.9% |
| 1Y | +36.3% | -33.2% | +69.5% | +42.9% |
| 3Y | +13.2% | +28.1% | -14.9% | -10.6% |
| 5Y | +38.6% | +54.5% | -15.9% | -5.8% |
| All | +57.3% | +429.3% | -372.0% | -34.4% |
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