+726.4%
FSLR vs OMC
+179.6%
+546.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | 0.0% |
| 7D | 0.0% | -6.4% | +6.4% | +3.7% |
| 30D | -13.7% | +1.1% | -14.8% | -14.4% |
| 3M | -35.1% | +10.4% | -45.5% | -39.6% |
| 6M | +3.6% | -1.7% | +5.3% | +2.5% |
| YTD | -21.7% | +4.4% | -26.2% | -27.1% |
| 1Y | +1.3% | +8.4% | -7.2% | -9.1% |
| 3Y | +9.7% | +14.4% | -4.7% | -8.1% |
| 5Y | +117.4% | +33.9% | +83.5% | +55.6% |
| 10Y | +435.5% | +34.9% | +400.6% | +232.0% |
| All | +726.4% | +179.6% | +546.8% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling