+35.1%
FSLR vs OMC
+31.9%
+3.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.6% |
| 7D | -2.6% | +6.8% | -9.5% | -4.1% |
| 30D | +1.8% | +16.2% | -14.4% | -1.5% |
| 3M | -24.4% | +6.0% | -30.4% | -25.5% |
| 6M | -17.7% | +17.7% | -35.4% | -21.1% |
| YTD | -30.7% | +13.5% | -44.2% | -33.1% |
| 1Y | -33.6% | +27.2% | -60.8% | -38.5% |
| 3Y | +35.1% | +30.4% | +4.7% | +2.0% |
| All | +35.1% | +31.9% | +3.3% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling