+737.4%
FSLR vs OKE
+1,338.5%
-601.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -14.0% | +4.6% | -18.6% | -15.7% |
| 3M | -16.9% | +6.9% | -23.8% | -20.1% |
| 6M | +4.7% | +15.8% | -11.0% | -3.9% |
| YTD | -20.7% | +35.2% | -55.9% | -32.5% |
| 1Y | +1.7% | +37.6% | -35.9% | -14.6% |
| 3Y | +13.1% | +72.0% | -59.0% | -16.6% |
| 5Y | +108.4% | +139.0% | -30.6% | +28.9% |
| 10Y | +458.0% | +258.7% | +199.2% | +119.5% |
| All | +737.4% | +1,338.5% | -601.2% | -8.8% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling