+726.4%
FSLR vs DVA
+610.0%
+116.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | 0.0% | +1.8% | -1.8% | -0.6% |
| 30D | -13.7% | -2.5% | -11.2% | -13.1% |
| 3M | -35.1% | -4.3% | -30.8% | -35.0% |
| 6M | +3.6% | +18.9% | -15.2% | -4.9% |
| YTD | -21.7% | +61.9% | -83.7% | -36.2% |
| 1Y | +1.3% | +35.7% | -34.4% | -12.5% |
| 3Y | +9.7% | +78.6% | -68.9% | -18.4% |
| 5Y | +117.4% | +39.2% | +78.2% | +69.2% |
| 10Y | +435.5% | +184.0% | +251.5% | +156.9% |
| All | +726.4% | +610.0% | +116.4% | +122.3% |
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