+28.1%
FSLR vs O
+39.0%
-10.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -14.8% | -0.4% | -14.4% | -14.8% |
| 30D | -4.3% | +7.1% | -11.4% | -4.6% |
| 3M | -23.4% | -5.2% | -18.1% | -23.5% |
| 6M | -26.9% | -1.8% | -25.2% | -27.3% |
| YTD | -34.4% | +9.1% | -43.5% | -35.5% |
| 1Y | -33.2% | +9.7% | -42.9% | -34.4% |
| 3Y | +28.1% | +39.1% | -11.1% | -5.3% |
| All | +28.1% | +39.0% | -10.9% | -5.3% |
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