+97.9%
FSLR vs ONON
-24.2%
+122.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.1% | -5.3% | +5.2% | +1.2% |
| 30D | -14.0% | -13.1% | -0.9% | -11.0% |
| 3M | -16.9% | -29.3% | +12.5% | -10.5% |
| 6M | +4.7% | -34.5% | +39.3% | +14.2% |
| YTD | -20.7% | -42.2% | +21.5% | -11.0% |
| 1Y | +1.7% | -37.3% | +39.0% | +10.9% |
| 3Y | +13.1% | -9.3% | +22.3% | +10.1% |
| All | +97.9% | -24.2% | +122.0% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling