+36.9%
FSLR vs DPZ
-3.1%
+40.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.0% |
| 7D | +15.3% | +6.6% | +8.8% | +14.6% |
| 30D | +11.7% | +10.3% | +1.4% | +10.5% |
| 3M | -17.6% | -6.2% | -11.5% | -17.3% |
| 6M | -7.7% | +4.2% | -12.0% | -8.1% |
| YTD | -23.0% | -18.4% | -4.6% | -20.3% |
| 1Y | -26.0% | -14.9% | -11.1% | -24.0% |
| 3Y | +36.9% | -4.6% | +41.5% | +26.7% |
| All | +36.9% | -3.1% | +40.0% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling