+1.3%
FSLR vs OMC
+9.8%
-8.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | 0.0% | -6.4% | +6.4% | 0.0% |
| 30D | -13.7% | +1.1% | -14.8% | -13.6% |
| 3M | -35.1% | +10.4% | -45.5% | -35.0% |
| 6M | +3.6% | -1.7% | +5.3% | +3.6% |
| YTD | -21.7% | +4.4% | -26.2% | -21.2% |
| 1Y | +1.3% | +8.4% | -7.2% | +1.0% |
| All | +1.3% | +9.8% | -8.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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