-26.0%
FSLR vs DT
-5.1%
-20.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.2% | +4.6% |
| 7D | +10.3% | -25.5% | +35.9% | +7.3% |
| 30D | +10.4% | -22.3% | +32.7% | +7.9% |
| 3M | -20.2% | +2.3% | -22.5% | -19.4% |
| 6M | -8.0% | +20.7% | -28.7% | -4.6% |
| YTD | -25.5% | +7.9% | -33.5% | -22.7% |
| 1Y | -26.0% | -5.7% | -20.2% | -25.7% |
| All | -26.0% | -5.1% | -20.8% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling