+36.7%
DVN vs FSLR
+53.9%
-17.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +10.4% | -14.8% | +25.1% | +12.2% |
| 30D | -6.7% | -4.3% | -2.4% | -6.5% |
| 3M | +5.6% | -23.4% | +29.0% | +8.3% |
| 6M | +0.7% | -26.9% | +27.6% | +3.0% |
| YTD | +29.6% | -34.4% | +64.0% | +33.8% |
| 1Y | +36.3% | -33.2% | +69.5% | +40.1% |
| 3Y | +13.2% | +28.1% | -14.9% | -3.0% |
| All | +36.7% | +53.9% | -17.2% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling