+51.8%
FSLR vs O
+35.8%
+15.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +15.3% | +3.7% | +11.6% | +15.1% |
| 30D | +11.7% | +11.2% | +0.5% | +11.0% |
| 3M | -17.6% | -4.0% | -13.6% | -17.7% |
| 6M | -7.7% | -5.2% | -2.5% | -7.6% |
| YTD | -23.0% | +9.5% | -32.5% | -24.3% |
| 1Y | -26.0% | +10.6% | -36.6% | -27.4% |
| All | +51.8% | +35.8% | +15.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 3y: compounded portfolio wealth divided by compounded O 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…
3y analysis · Full analysis span regression · 6 months rolling