+123.5%
FSLR vs OMC
+32.6%
+90.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.8% |
| 7D | +6.8% | -5.8% | +12.6% | +8.6% |
| 30D | -14.7% | -4.8% | -9.9% | -13.6% |
| 3M | -22.6% | +9.2% | -31.8% | -25.2% |
| 6M | +12.7% | -2.5% | +15.2% | +12.7% |
| YTD | -18.4% | +2.6% | -20.9% | -20.3% |
| 1Y | +4.9% | +5.9% | -1.0% | +0.5% |
| 3Y | +16.4% | +14.2% | +2.2% | +5.2% |
| 5Y | +123.5% | +33.2% | +90.2% | +84.3% |
| All | +123.5% | +32.6% | +90.8% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling