+95.3%
FSLR vs ONON
-20.9%
+116.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | 0.0% | -3.0% | +3.0% | +0.7% |
| 30D | -13.7% | -26.7% | +13.0% | -7.6% |
| 3M | -35.1% | -25.3% | -9.8% | -31.1% |
| 6M | +3.6% | -35.3% | +38.9% | +13.4% |
| YTD | -21.7% | -39.8% | +18.0% | -13.0% |
| 1Y | +1.3% | -39.2% | +40.5% | +11.4% |
| 3Y | +9.7% | -4.2% | +13.9% | +5.4% |
| All | +95.3% | -20.9% | +116.2% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling