+1.3%
FSLR vs OKE
+35.9%
-34.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.5% |
| 7D | 0.0% | +0.7% | -0.7% | +0.2% |
| 30D | -13.7% | +9.4% | -23.0% | -11.3% |
| 3M | -35.1% | +8.6% | -43.6% | -33.3% |
| 6M | +3.6% | +15.3% | -11.7% | +5.2% |
| YTD | -21.7% | +34.8% | -56.5% | -20.2% |
| 1Y | +1.3% | +35.3% | -34.0% | +0.8% |
| All | +1.3% | +35.9% | -34.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 1y: compounded portfolio wealth divided by compounded OKE 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…
1y analysis · Full analysis span regression · 6 months rolling