+189.4%
FSLR vs DBX
+20.1%
+169.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | -13.7% | -0.5% | -13.2% | -13.7% |
| 3M | -35.1% | +28.1% | -63.1% | -39.5% |
| 6M | +3.6% | +33.1% | -29.5% | -5.5% |
| YTD | -21.7% | +25.3% | -47.0% | -27.6% |
| 1Y | +1.3% | +18.3% | -17.1% | -5.3% |
| 3Y | +9.7% | +25.0% | -15.3% | -2.0% |
| 5Y | +117.4% | +7.5% | +109.8% | +96.7% |
| All | +189.4% | +20.1% | +169.3% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling