+28.1%
FSLR vs DBX
+26.6%
+1.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -14.8% | -3.3% | -11.5% | -14.6% |
| 30D | -4.3% | -5.9% | +1.6% | -3.9% |
| 3M | -23.4% | -6.7% | -16.7% | -23.1% |
| 6M | -26.9% | +28.0% | -54.9% | -28.5% |
| YTD | -34.4% | +20.6% | -55.0% | -35.4% |
| 1Y | -33.2% | +10.3% | -43.5% | -33.1% |
| 3Y | +28.1% | +24.0% | +4.0% | +18.6% |
| All | +28.1% | +26.6% | +1.5% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling