+2.8%
FSLR vs DGX
+32.7%
-29.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +1.0% |
| 7D | +2.2% | -0.9% | +3.1% | +2.2% |
| 30D | -7.8% | -1.2% | -6.7% | -7.9% |
| 3M | -22.9% | +15.8% | -38.7% | -21.8% |
| 6M | +4.4% | +18.2% | -13.8% | +5.6% |
| YTD | -20.0% | +37.2% | -57.2% | -18.5% |
| 1Y | +2.8% | +30.4% | -27.5% | +5.2% |
| All | +2.8% | +32.7% | -29.8% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling