+453.5%
FSLR vs DVA
+187.5%
+266.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -14.0% | +1.7% | -15.7% | -14.3% |
| 3M | -16.9% | -8.7% | -8.2% | -16.1% |
| 6M | +4.7% | +19.7% | -14.9% | 0.0% |
| YTD | -20.7% | +59.6% | -80.3% | -28.6% |
| 1Y | +1.7% | +37.1% | -35.4% | -6.0% |
| 3Y | +13.1% | +89.8% | -76.7% | -3.7% |
| 5Y | +108.4% | +47.4% | +61.0% | +82.7% |
| All | +453.5% | +187.5% | +266.0% | +339.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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