+13.3%
FSLR vs DLR
+59.3%
-46.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | 0.0% | +1.6% | -1.6% | -0.6% |
| 30D | -13.7% | -3.4% | -10.3% | -12.6% |
| 3M | -35.1% | +0.5% | -35.6% | -35.6% |
| 6M | +3.6% | +4.6% | -0.9% | +1.0% |
| YTD | -21.7% | +23.4% | -45.2% | -29.7% |
| 1Y | +1.3% | +19.0% | -17.8% | -7.7% |
| All | +13.3% | +59.3% | -46.0% | -17.1% |
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