+458.5%
FSLR vs OKE
+266.1%
+192.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +2.2% | +1.2% | +1.0% | +1.9% |
| 30D | -7.8% | +4.5% | -12.3% | -9.0% |
| 3M | -22.9% | +9.6% | -32.5% | -25.5% |
| 6M | +4.4% | +15.4% | -11.0% | -1.5% |
| YTD | -20.0% | +36.5% | -56.4% | -28.7% |
| 1Y | +2.8% | +39.0% | -36.2% | -9.2% |
| 3Y | +16.5% | +74.3% | -57.8% | -6.0% |
| 5Y | +110.3% | +141.2% | -30.9% | +51.4% |
| All | +458.5% | +266.1% | +192.4% | +217.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling