+36.9%
FSLR vs DRI
+66.4%
-29.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +2.8% |
| 7D | +15.3% | +2.8% | +12.5% | +15.0% |
| 30D | +11.7% | +13.3% | -1.6% | +10.5% |
| 3M | -17.6% | +8.2% | -25.8% | -18.3% |
| 6M | -7.7% | +17.5% | -25.3% | -9.2% |
| YTD | -23.0% | +26.9% | -49.9% | -25.0% |
| 1Y | -26.0% | +31.6% | -57.6% | -28.2% |
| 3Y | +36.9% | +67.0% | -30.1% | +13.2% |
| All | +36.9% | +66.4% | -29.6% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling