+458.5%
FSLR vs DGX
+255.3%
+203.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.3% |
| 7D | +2.2% | -0.9% | +3.1% | +2.5% |
| 30D | -7.8% | -1.2% | -6.7% | -7.5% |
| 3M | -22.9% | +15.8% | -38.7% | -27.3% |
| 6M | +4.4% | +18.2% | -13.8% | -2.7% |
| YTD | -20.0% | +37.2% | -57.2% | -29.8% |
| 1Y | +2.8% | +30.4% | -27.5% | -8.3% |
| 3Y | +16.5% | +96.7% | -80.2% | -13.4% |
| 5Y | +110.3% | +67.2% | +43.1% | +64.0% |
| All | +458.5% | +255.3% | +203.1% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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