+28.1%
FSLR vs DTE
+57.1%
-29.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -14.8% | +3.4% | -18.2% | -15.7% |
| 30D | -4.3% | +8.9% | -13.2% | -6.8% |
| 3M | -23.4% | +1.1% | -24.4% | -23.9% |
| 6M | -26.9% | +0.1% | -27.0% | -27.8% |
| YTD | -34.4% | +11.1% | -45.4% | -37.9% |
| 1Y | -33.2% | +4.9% | -38.2% | -35.5% |
| 3Y | +28.1% | +58.6% | -30.5% | -15.4% |
| All | +28.1% | +57.1% | -29.1% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling