+74.9%
FSLR vs DT
-43.6%
+118.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +15.3% | -24.7% | +40.0% | +21.4% |
| 30D | +11.7% | -27.4% | +39.0% | +18.3% |
| 3M | -17.6% | -11.1% | -6.5% | -16.6% |
| 6M | -7.7% | +13.7% | -21.4% | -12.4% |
| YTD | -23.0% | +0.2% | -23.2% | -25.2% |
| 1Y | -26.0% | -5.7% | -20.4% | -27.0% |
| 3Y | +36.9% | -8.1% | +45.0% | +32.2% |
| All | +74.9% | -43.6% | +118.4% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling