+44.6%
FSLR vs DLR
+53.1%
-8.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.4% | -8.1% | -6.0% |
| 7D | +5.3% | +2.4% | +2.9% | +4.2% |
| 30D | +7.8% | +0.7% | +7.0% | +7.2% |
| 3M | -23.4% | -6.4% | -16.9% | -21.7% |
| 6M | -12.9% | -6.5% | -6.3% | -11.3% |
| YTD | -26.7% | +18.8% | -45.4% | -32.9% |
| 1Y | -28.4% | +9.0% | -37.5% | -31.9% |
| 3Y | +44.6% | +54.5% | -9.9% | -1.8% |
| All | +44.6% | +53.1% | -8.5% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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