+1.3%
FSLR vs DT
+4.0%
-2.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.5% |
| 7D | 0.0% | -3.3% | +3.3% | -0.2% |
| 30D | -13.7% | +2.0% | -15.7% | -13.5% |
| 3M | -35.1% | +20.0% | -55.1% | -34.4% |
| 6M | +3.6% | +39.3% | -35.7% | +6.6% |
| YTD | -21.7% | +19.8% | -41.5% | -16.2% |
| 1Y | +1.3% | +4.3% | -3.0% | +13.6% |
| All | +1.3% | +4.0% | -2.8% | +13.6% |
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