+72.8%
FSLR vs DG
+606.1%
-533.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | 0.0% | +8.4% | -8.4% | -1.8% |
| 30D | -13.7% | +4.9% | -18.6% | -14.6% |
| 3M | -35.1% | +29.3% | -64.4% | -38.9% |
| 6M | +3.6% | -11.3% | +14.9% | +5.6% |
| YTD | -21.7% | +1.8% | -23.5% | -22.7% |
| 1Y | +1.3% | +25.3% | -24.1% | -5.0% |
| 3Y | +9.7% | +9.1% | +0.6% | +2.8% |
| 5Y | +117.4% | -34.9% | +152.2% | +125.9% |
| 10Y | +435.5% | +108.2% | +327.3% | +323.4% |
| All | +72.8% | +606.1% | -533.3% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling