+619.9%
FSLR vs DE
+2,156.9%
-1,537.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | -8.4% | +2.3% | -10.7% | -9.8% |
| 30D | -0.9% | +9.3% | -10.2% | -6.6% |
| 3M | -26.1% | +12.2% | -38.3% | -32.1% |
| 6M | -23.6% | +18.1% | -41.7% | -32.5% |
| YTD | -31.8% | +49.8% | -81.6% | -49.1% |
| 1Y | -32.6% | +46.4% | -79.0% | -49.2% |
| 3Y | +33.0% | +92.5% | -59.5% | -20.1% |
| 5Y | +56.8% | +107.4% | -50.6% | -15.2% |
| 10Y | +455.6% | +784.1% | -328.5% | -11.6% |
| All | +619.9% | +2,156.9% | -1,537.0% | -54.1% |
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 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