+44.6%
FSLR vs DG
+21.7%
+22.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.2% | -6.9% | -5.0% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +7.8% | +7.4% | +0.3% | +6.5% |
| 3M | -23.4% | +8.5% | -31.9% | -24.5% |
| 6M | -12.9% | +21.9% | -34.7% | -16.0% |
| YTD | -26.7% | +4.9% | -31.6% | -27.6% |
| 1Y | -28.4% | +40.4% | -68.8% | -32.5% |
| 3Y | +44.6% | +23.5% | +21.1% | +30.1% |
| All | +44.6% | +21.7% | +22.9% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling