+592.8%
FSLR vs EOG
+615.1%
-22.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.3% |
| 7D | -14.8% | +7.6% | -22.4% | -17.6% |
| 30D | -4.3% | +3.4% | -7.7% | -6.4% |
| 3M | -23.4% | +12.7% | -36.1% | -28.2% |
| 6M | -26.9% | +19.0% | -45.9% | -34.2% |
| YTD | -34.4% | +55.6% | -90.0% | -48.2% |
| 1Y | -33.2% | +49.5% | -82.7% | -46.5% |
| 3Y | +28.1% | +43.2% | -15.1% | +1.7% |
| 5Y | +54.5% | +111.8% | -57.3% | -5.7% |
| 10Y | +434.6% | +140.4% | +294.2% | +142.1% |
| All | +592.8% | +615.1% | -22.3% | +35.1% |
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