+592.8%
FSLR vs DTE
+660.5%
-67.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -14.8% | +3.4% | -18.2% | -16.6% |
| 30D | -4.3% | +8.9% | -13.2% | -9.2% |
| 3M | -23.4% | +1.1% | -24.4% | -24.0% |
| 6M | -26.9% | +0.1% | -27.0% | -27.8% |
| YTD | -34.4% | +11.1% | -45.4% | -39.2% |
| 1Y | -33.2% | +4.9% | -38.2% | -36.0% |
| 3Y | +28.1% | +58.6% | -30.5% | -6.5% |
| 5Y | +54.5% | +47.3% | +7.2% | +14.9% |
| 10Y | +434.6% | +151.3% | +283.3% | +139.2% |
| All | +592.8% | +660.5% | -67.8% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling