+52.6%
FSLR vs DPZ
-28.5%
+81.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.1% |
| 7D | -14.8% | +2.2% | -17.0% | -15.2% |
| 30D | -4.3% | +15.5% | -19.8% | -7.6% |
| 3M | -23.4% | -2.0% | -21.4% | -23.2% |
| 6M | -26.9% | +12.1% | -39.1% | -29.6% |
| YTD | -34.4% | -16.6% | -17.8% | -31.5% |
| 1Y | -33.2% | -14.6% | -18.6% | -30.8% |
| 3Y | +28.1% | -4.1% | +32.2% | +22.4% |
| All | +52.6% | -28.5% | +81.1% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling