+203.9%
FSLR vs DT
+98.4%
+105.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.9% |
| 7D | +0.2% | -0.5% | +0.8% | +0.3% |
| 30D | -15.1% | +0.1% | -15.2% | -15.3% |
| 3M | -22.5% | +24.1% | -46.6% | -27.6% |
| 6M | +4.0% | +30.1% | -26.2% | -5.3% |
| YTD | -22.3% | +16.8% | -39.0% | -27.4% |
| 1Y | 0.0% | -0.1% | +0.1% | -2.4% |
| 3Y | +10.9% | +6.8% | +4.0% | +3.0% |
| 5Y | +105.4% | -28.4% | +133.7% | +105.3% |
| All | +203.9% | +98.4% | +105.5% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling