+13.3%
FSLR vs DG
+12.2%
+1.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | 0.0% | +8.4% | -8.4% | -1.3% |
| 30D | -13.7% | +4.9% | -18.6% | -14.3% |
| 3M | -35.1% | +29.3% | -64.4% | -37.9% |
| 6M | +3.6% | -11.3% | +14.9% | +5.4% |
| YTD | -21.7% | +1.8% | -23.5% | -22.3% |
| 1Y | +1.3% | +25.3% | -24.1% | -3.2% |
| All | +13.3% | +12.2% | +1.1% | +7.6% |
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 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