+726.4%
FSLR vs COO
+423.1%
+303.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | 0.0% | -2.2% | +2.2% | +1.0% |
| 30D | -13.7% | -7.0% | -6.6% | -11.1% |
| 3M | -35.1% | +12.2% | -47.3% | -39.0% |
| 6M | +3.6% | -15.1% | +18.8% | +9.7% |
| YTD | -21.7% | -15.1% | -6.6% | -17.4% |
| 1Y | +1.3% | +2.3% | -1.1% | -2.4% |
| 3Y | +9.7% | -23.7% | +33.4% | +15.5% |
| 5Y | +117.4% | -38.9% | +156.3% | +148.0% |
| 10Y | +435.5% | +49.9% | +385.6% | +273.3% |
| All | +726.4% | +423.1% | +303.3% | +88.1% |
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