+466.4%
FSLR vs DG
+119.6%
+346.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.6% |
| 7D | -2.6% | +5.2% | -7.8% | -3.8% |
| 30D | +1.8% | +7.9% | -6.1% | -0.3% |
| 3M | -24.4% | +12.7% | -37.1% | -26.7% |
| 6M | -17.7% | +22.4% | -40.1% | -22.2% |
| YTD | -30.7% | +5.4% | -36.1% | -32.4% |
| 1Y | -33.6% | +39.4% | -73.0% | -39.6% |
| 3Y | +35.1% | +24.1% | +11.0% | +21.6% |
| 5Y | +63.1% | -32.2% | +95.2% | +70.2% |
| 10Y | +466.4% | +111.8% | +354.6% | +314.6% |
| All | +466.4% | +119.6% | +346.9% | +314.6% |
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