+495.8%
FSLR vs DRI
+367.2%
+128.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +3.0% |
| 7D | +15.3% | +2.8% | +12.5% | +14.4% |
| 30D | +11.7% | +13.3% | -1.6% | +7.7% |
| 3M | -17.6% | +8.2% | -25.8% | -19.7% |
| 6M | -7.7% | +17.5% | -25.3% | -12.6% |
| YTD | -23.0% | +26.9% | -49.9% | -29.0% |
| 1Y | -26.0% | +31.6% | -57.6% | -32.6% |
| 3Y | +36.9% | +67.0% | -30.1% | +13.3% |
| 5Y | +72.9% | +72.9% | 0.0% | +40.2% |
| All | +495.8% | +367.2% | +128.6% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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