0.0%
FSLR vs DBX
+12.9%
-12.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.3% | -7.1% | -4.4% |
| 7D | +0.2% | +0.3% | 0.0% | +0.3% |
| 30D | -15.1% | 0.0% | -15.1% | -15.1% |
| 3M | -22.5% | +26.1% | -48.6% | -18.9% |
| 6M | +4.0% | +29.4% | -25.4% | +9.6% |
| YTD | -22.3% | +24.4% | -46.7% | -17.6% |
| 1Y | 0.0% | +10.9% | -10.8% | +8.4% |
| All | 0.0% | +12.9% | -12.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling