+52.6%
FSLR vs DRI
+78.6%
-26.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -14.8% | +1.1% | -15.8% | -15.1% |
| 30D | -4.3% | +9.7% | -14.0% | -6.9% |
| 3M | -23.4% | +3.2% | -26.6% | -24.2% |
| 6M | -26.9% | +20.6% | -47.5% | -31.4% |
| YTD | -34.4% | +28.3% | -62.6% | -40.1% |
| 1Y | -33.2% | +34.5% | -67.7% | -40.1% |
| 3Y | +28.1% | +66.5% | -38.5% | +1.2% |
| All | +52.6% | +78.6% | -26.0% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling