+12.5%
DVN vs FSLR
+770.4%
-757.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -0.3% |
| 7D | -1.3% | +6.8% | -8.1% | -2.8% |
| 30D | +12.6% | -14.7% | +27.3% | +16.4% |
| 3M | +8.1% | -22.6% | +30.7% | +13.3% |
| 6M | +10.2% | +12.7% | -2.5% | +4.8% |
| YTD | +33.8% | -18.4% | +52.1% | +35.9% |
| 1Y | +43.9% | +4.9% | +39.0% | +36.5% |
| 3Y | +1.7% | +16.4% | -14.7% | -13.1% |
| 5Y | +119.6% | +123.5% | -3.9% | +50.6% |
| 10Y | +53.7% | +454.3% | -400.6% | -21.6% |
| All | +12.5% | +770.4% | -757.9% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling