0.0%
FSLR vs DT
+1.4%
-1.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.7% |
| 7D | +0.2% | -0.5% | +0.8% | +0.2% |
| 30D | -15.1% | +0.1% | -15.2% | -15.1% |
| 3M | -22.5% | +24.1% | -46.6% | -21.6% |
| 6M | +4.0% | +30.1% | -26.2% | +6.9% |
| YTD | -22.3% | +16.8% | -39.0% | -16.8% |
| 1Y | 0.0% | -0.1% | +0.1% | +12.8% |
| All | 0.0% | +1.4% | -1.4% | +12.8% |
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