+9.5%
DVN vs FSLR
+12.8%
-3.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.4% |
| 7D | +4.5% | +2.2% | +2.3% | +4.3% |
| 30D | +12.0% | -7.8% | +19.8% | +12.6% |
| 3M | +13.4% | -22.9% | +36.3% | +15.6% |
| 6M | +12.1% | +4.4% | +7.7% | +10.5% |
| YTD | +38.8% | -20.0% | +58.8% | +40.4% |
| 1Y | +46.0% | +2.8% | +43.2% | +42.8% |
| 3Y | +9.5% | +16.5% | -7.0% | -3.5% |
| All | +9.5% | +12.8% | -3.4% | -3.5% |
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