+13.3%
FSLR vs COO
-22.0%
+35.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -13.7% | -7.0% | -6.6% | -12.8% |
| 3M | -35.1% | +12.2% | -47.3% | -36.4% |
| 6M | +3.6% | -15.1% | +18.8% | +7.0% |
| YTD | -21.7% | -15.1% | -6.6% | -19.2% |
| 1Y | +1.3% | +2.3% | -1.1% | +0.6% |
| All | +13.3% | -22.0% | +35.3% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling