+726.4%
FSLR vs DE
+2,157.3%
-1,431.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | 0.0% | +10.0% | -10.0% | -6.1% |
| 30D | -13.7% | +13.3% | -27.0% | -20.9% |
| 3M | -35.1% | +17.5% | -52.6% | -42.1% |
| 6M | +3.6% | +13.6% | -9.9% | -6.1% |
| YTD | -21.7% | +49.8% | -71.5% | -41.4% |
| 1Y | +1.3% | +47.9% | -46.6% | -24.2% |
| 3Y | +9.7% | +72.5% | -62.8% | -28.8% |
| 5Y | +117.4% | +90.2% | +27.1% | +24.5% |
| 10Y | +435.5% | +865.4% | -429.9% | -20.4% |
| All | +726.4% | +2,157.3% | -1,431.0% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling