+619.9%
FSLR vs COO
+373.0%
+246.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -8.4% | -2.3% | -6.1% | -7.6% |
| 30D | -0.9% | +13.3% | -14.2% | -6.2% |
| 3M | -26.1% | -18.1% | -8.0% | -20.7% |
| 6M | -23.6% | +6.7% | -30.3% | -27.9% |
| YTD | -31.8% | -23.2% | -8.6% | -26.0% |
| 1Y | -32.6% | -12.3% | -20.3% | -31.1% |
| 3Y | +33.0% | -23.6% | +56.6% | +37.4% |
| 5Y | +56.8% | -38.7% | +95.5% | +75.9% |
| 10Y | +455.6% | +42.2% | +413.4% | +290.1% |
| All | +619.9% | +373.0% | +246.9% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling