+28.1%
FSLR vs ONON
+24.8%
+3.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -14.8% | -10.0% | -4.8% | -12.4% |
| 30D | -4.3% | -5.3% | +1.0% | -3.0% |
| 3M | -23.4% | +6.5% | -29.8% | -24.8% |
| 6M | -26.9% | -5.0% | -22.0% | -27.2% |
| YTD | -34.4% | -27.6% | -6.7% | -30.1% |
| 1Y | -33.2% | -20.7% | -12.5% | -30.8% |
| 3Y | +28.1% | +26.6% | +1.4% | +19.9% |
| All | +28.1% | +24.8% | +3.2% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling