+596.4%
FSLR vs DVA
+571.7%
+24.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.9% | -1.6% |
| 7D | -12.0% | -10.7% | -1.3% | -8.7% |
| 30D | -7.7% | -4.4% | -3.3% | -6.6% |
| 3M | -24.0% | -4.1% | -19.9% | -23.4% |
| 6M | -24.4% | -13.2% | -11.3% | -22.3% |
| YTD | -34.0% | +53.2% | -87.3% | -45.6% |
| 1Y | -35.6% | +40.8% | -76.4% | -45.3% |
| 3Y | +28.7% | +109.7% | -81.1% | -9.5% |
| 5Y | +55.3% | +64.5% | -9.2% | +11.2% |
| 10Y | +437.4% | +192.4% | +245.0% | +148.4% |
| All | +596.4% | +571.7% | +24.7% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling