+454.3%
FSLR vs DPZ
+150.4%
+303.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.7% |
| 7D | +6.8% | -1.5% | +8.3% | +7.2% |
| 30D | -14.7% | -4.4% | -10.3% | -13.9% |
| 3M | -22.6% | +7.6% | -30.2% | -24.4% |
| 6M | +12.7% | -16.9% | +29.7% | +16.9% |
| YTD | -18.4% | -18.6% | +0.3% | -14.9% |
| 1Y | +4.9% | -26.7% | +31.6% | +12.0% |
| 3Y | +16.4% | -9.3% | +25.7% | +15.2% |
| 5Y | +123.5% | -31.0% | +154.5% | +132.3% |
| 10Y | +454.3% | +152.4% | +302.0% | +291.1% |
| All | +454.3% | +150.4% | +303.9% | +291.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling