+454.3%
FSLR vs DG
+105.6%
+348.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +5.2% |
| 7D | +6.8% | -2.5% | +9.3% | +7.3% |
| 30D | -14.7% | +1.0% | -15.7% | -15.0% |
| 3M | -22.6% | +20.3% | -42.9% | -26.1% |
| 6M | +12.7% | -11.7% | +24.4% | +15.0% |
| YTD | -18.4% | -2.3% | -16.0% | -18.7% |
| 1Y | +4.9% | +20.0% | -15.1% | -1.0% |
| 3Y | +16.4% | +7.2% | +9.2% | +9.0% |
| 5Y | +123.5% | -37.9% | +161.4% | +138.7% |
| 10Y | +454.3% | +107.3% | +347.0% | +313.2% |
| All | +454.3% | +105.6% | +348.7% | +313.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling