+726.4%
FSLR vs EOG
+551.4%
+175.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | 0.0% | +1.3% | -1.3% | -0.6% |
| 30D | -13.7% | +8.2% | -21.8% | -16.9% |
| 3M | -35.1% | +3.8% | -38.9% | -37.0% |
| 6M | +3.6% | +15.3% | -11.7% | -5.2% |
| YTD | -21.7% | +41.7% | -63.4% | -35.0% |
| 1Y | +1.3% | +23.6% | -22.3% | -10.9% |
| 3Y | +9.7% | +23.3% | -13.6% | -6.2% |
| 5Y | +117.4% | +170.4% | -53.1% | +17.3% |
| 10Y | +435.5% | +125.5% | +310.0% | +149.1% |
| All | +726.4% | +551.4% | +175.0% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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