+726.4%
FSLR vs O
+547.8%
+178.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -13.7% | -1.9% | -11.8% | -13.0% |
| 3M | -35.1% | +3.8% | -38.9% | -36.7% |
| 6M | +3.6% | -4.7% | +8.4% | +5.1% |
| YTD | -21.7% | +12.5% | -34.2% | -26.6% |
| 1Y | +1.3% | +10.8% | -9.6% | -4.5% |
| 3Y | +9.7% | +28.8% | -19.1% | -5.2% |
| 5Y | +117.4% | +13.2% | +104.2% | +98.0% |
| 10Y | +435.5% | +53.5% | +382.0% | +289.1% |
| All | +726.4% | +547.8% | +178.6% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling