+1.3%
FSLR vs DPZ
-25.6%
+26.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.7% |
| 7D | 0.0% | -2.5% | +2.5% | -0.4% |
| 30D | -13.7% | -7.0% | -6.7% | -14.7% |
| 3M | -35.1% | +11.6% | -46.7% | -33.0% |
| 6M | +3.6% | -15.2% | +18.8% | +4.8% |
| YTD | -21.7% | -17.2% | -4.5% | -22.0% |
| 1Y | +1.3% | -24.8% | +26.1% | +1.4% |
| All | +1.3% | -25.6% | +26.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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