+453.5%
FSLR vs DTE
+141.0%
+312.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.5% |
| 7D | -0.1% | -2.0% | +1.9% | +0.6% |
| 30D | -14.0% | -2.4% | -11.6% | -13.3% |
| 3M | -16.9% | -7.3% | -9.6% | -14.8% |
| 6M | +4.7% | -7.6% | +12.4% | +7.1% |
| YTD | -20.7% | +5.8% | -26.5% | -23.0% |
| 1Y | +1.7% | +2.3% | -0.7% | -0.2% |
| 3Y | +13.1% | +45.0% | -31.9% | -4.2% |
| 5Y | +108.4% | +33.2% | +75.2% | +80.2% |
| All | +453.5% | +141.0% | +312.5% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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