-32.6%
FSLR vs OMC
+26.4%
-58.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.4% | +1.6% | -10.0% | -8.5% |
| 30D | -0.9% | +15.3% | -16.2% | -1.9% |
| 3M | -26.1% | +4.5% | -30.5% | -26.6% |
| 6M | -23.6% | +20.8% | -44.4% | -24.5% |
| YTD | -31.8% | +13.5% | -45.3% | -31.2% |
| 1Y | -32.6% | +25.2% | -57.8% | -34.4% |
| All | -32.6% | +26.4% | -58.9% | -34.4% |
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