+13.2%
FSLR vs DE
+75.0%
-61.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.6% |
| 7D | +0.2% | -3.0% | +3.3% | +1.2% |
| 30D | -15.1% | +11.1% | -26.3% | -18.3% |
| 3M | -22.5% | +17.6% | -40.1% | -26.9% |
| 6M | +4.0% | +13.6% | -9.6% | -1.1% |
| YTD | -22.3% | +46.3% | -68.5% | -32.3% |
| 1Y | 0.0% | +44.2% | -44.2% | -12.9% |
| All | +13.2% | +75.0% | -61.8% | -12.1% |
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