+1.3%
FSLR vs DG
+23.4%
-22.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | 0.0% | +8.4% | -8.4% | -1.0% |
| 30D | -13.7% | +4.9% | -18.6% | -14.2% |
| 3M | -35.1% | +29.3% | -64.4% | -37.4% |
| 6M | +3.6% | -11.3% | +14.9% | +6.4% |
| YTD | -21.7% | +1.8% | -23.5% | -21.5% |
| 1Y | +1.3% | +25.3% | -24.1% | +0.4% |
| All | +1.3% | +23.4% | -22.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling