+16.4%
FSLR vs OMC
+12.9%
+3.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.7% |
| 7D | +6.8% | -5.8% | +12.6% | +8.2% |
| 30D | -14.7% | -4.8% | -9.9% | -13.8% |
| 3M | -22.6% | +9.2% | -31.8% | -24.6% |
| 6M | +12.7% | -2.5% | +15.2% | +12.9% |
| YTD | -18.4% | +2.6% | -20.9% | -19.5% |
| 1Y | +4.9% | +5.9% | -1.0% | +1.6% |
| 3Y | +16.4% | +14.2% | +2.2% | -10.0% |
| All | +16.4% | +12.9% | +3.5% | -10.0% |
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