+186.7%
FSLR vs DT
+72.4%
+114.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -6.0% | -5.0% |
| 7D | +5.3% | -20.2% | +25.5% | +10.8% |
| 30D | +7.8% | -30.8% | +38.5% | +17.6% |
| 3M | -23.4% | -10.2% | -13.2% | -22.2% |
| 6M | -12.9% | +8.0% | -20.9% | -16.9% |
| YTD | -26.7% | +1.5% | -28.1% | -29.7% |
| 1Y | -28.4% | -6.9% | -21.5% | -29.7% |
| 3Y | +44.6% | -10.9% | +55.5% | +39.9% |
| 5Y | +67.9% | -42.2% | +110.1% | +77.4% |
| All | +186.7% | +72.4% | +114.3% | +88.6% |
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 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