+442.6%
FSLR vs OMC
+33.0%
+409.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.5% | -1.3% | -3.7% |
| 7D | +0.2% | -4.2% | +4.5% | +1.6% |
| 30D | -15.1% | -7.5% | -7.6% | -13.1% |
| 3M | -22.5% | +4.6% | -27.2% | -24.2% |
| 6M | +4.0% | -4.8% | +8.8% | +4.6% |
| YTD | -22.3% | -1.0% | -21.2% | -23.5% |
| 1Y | 0.0% | +3.8% | -3.8% | -4.0% |
| 3Y | +10.9% | +10.2% | +0.6% | +2.7% |
| 5Y | +105.4% | +29.7% | +75.7% | +76.7% |
| All | +442.6% | +33.0% | +409.6% | +371.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling