+4.9%
FSLR vs COO
-2.5%
+7.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.0% |
| 7D | +6.8% | -2.3% | +9.1% | +6.6% |
| 30D | -14.7% | -8.8% | -5.9% | -15.4% |
| 3M | -22.6% | +1.3% | -23.9% | -22.2% |
| 6M | +12.7% | -11.6% | +24.3% | +15.3% |
| YTD | -18.4% | -17.4% | -1.0% | -16.5% |
| 1Y | +4.9% | -1.6% | +6.5% | +12.7% |
| All | +4.9% | -2.5% | +7.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling