+33.1%
FSLR vs DE
+93.1%
-60.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -8.4% | +2.3% | -10.7% | -9.1% |
| 30D | -0.9% | +9.3% | -10.2% | -3.7% |
| 3M | -26.1% | +12.2% | -38.3% | -28.9% |
| 6M | -23.6% | +18.1% | -41.7% | -27.9% |
| YTD | -31.8% | +49.8% | -81.6% | -40.4% |
| 1Y | -32.6% | +46.4% | -79.0% | -40.9% |
| All | +33.1% | +93.1% | -60.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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