+123.5%
FSLR vs DG
-37.3%
+160.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +4.9% |
| 7D | +6.8% | -2.5% | +9.3% | +7.2% |
| 30D | -14.7% | +1.0% | -15.7% | -14.9% |
| 3M | -22.6% | +20.3% | -42.9% | -25.1% |
| 6M | +12.7% | -11.7% | +24.4% | +14.4% |
| YTD | -18.4% | -2.3% | -16.0% | -18.5% |
| 1Y | +4.9% | +20.0% | -15.1% | +0.9% |
| 3Y | +16.4% | +7.2% | +9.2% | +11.8% |
| 5Y | +123.5% | -37.9% | +161.4% | +126.5% |
| All | +123.5% | -37.3% | +160.7% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling