+726.4%
FSLR vs DOV
+739.0%
-12.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -2.1% |
| 7D | 0.0% | -2.7% | +2.7% | +1.9% |
| 30D | -13.7% | -8.1% | -5.6% | -8.3% |
| 3M | -35.1% | -9.4% | -25.7% | -30.6% |
| 6M | +3.6% | -12.6% | +16.2% | +13.6% |
| YTD | -21.7% | -0.5% | -21.3% | -21.9% |
| 1Y | +1.3% | +9.2% | -8.0% | -6.1% |
| 3Y | +9.7% | +34.1% | -24.4% | -14.9% |
| 5Y | +117.4% | +17.3% | +100.1% | +79.9% |
| 10Y | +435.5% | +284.9% | +150.6% | +56.3% |
| All | +726.4% | +739.0% | -12.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 all: compounded portfolio wealth divided by compounded DOV 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…
all analysis · Full analysis span regression · 6 months rolling