+116.4%
FSLR vs COO
-38.8%
+155.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | -13.7% | -7.0% | -6.6% | -12.2% |
| 3M | -35.1% | +12.2% | -47.3% | -37.3% |
| 6M | +3.6% | -15.1% | +18.8% | +7.9% |
| YTD | -21.7% | -15.1% | -6.6% | -18.6% |
| 1Y | +1.3% | +2.3% | -1.1% | -0.5% |
| 3Y | +9.7% | -23.7% | +33.4% | +14.0% |
| All | +116.4% | -38.8% | +155.2% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling