+726.4%
FSLR vs DPZ
+2,587.4%
-1,861.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | 0.0% | -2.5% | +2.5% | +0.9% |
| 30D | -13.7% | -7.0% | -6.7% | -11.8% |
| 3M | -35.1% | +11.6% | -46.7% | -38.1% |
| 6M | +3.6% | -15.2% | +18.8% | +7.8% |
| YTD | -21.7% | -17.2% | -4.5% | -18.0% |
| 1Y | +1.3% | -24.8% | +26.1% | +9.1% |
| 3Y | +9.7% | -8.7% | +18.4% | +7.7% |
| 5Y | +117.4% | -28.9% | +146.3% | +128.5% |
| 10Y | +435.5% | +153.6% | +281.9% | +222.4% |
| All | +726.4% | +2,587.4% | -1,861.0% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling