+16.4%
FSLR vs DBX
+21.2%
-4.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +4.6% |
| 7D | +6.8% | -1.3% | +8.1% | +6.9% |
| 30D | -14.7% | -2.9% | -11.8% | -14.5% |
| 3M | -22.6% | +23.8% | -46.4% | -24.0% |
| 6M | +12.7% | +26.2% | -13.5% | +9.9% |
| YTD | -18.4% | +21.6% | -40.0% | -19.9% |
| 1Y | +4.9% | +11.4% | -6.5% | +4.5% |
| 3Y | +16.4% | +21.3% | -4.9% | +6.1% |
| All | +16.4% | +21.2% | -4.8% | +6.1% |
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