+116.4%
FSLR vs DLR
+33.9%
+82.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| YTD | -21.7% | +23.4% | -45.2% | -28.9% |
| 1Y | +1.3% | +19.0% | -17.8% | -6.8% |
| 3Y | +9.7% | +56.5% | -46.8% | -11.4% |
| All | +116.4% | +33.9% | +82.5% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling