+157.5%
FSLR vs OSCR
-11.8%
+169.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | -4.4% |
| 7D | +0.2% | +4.7% | -4.5% | -0.2% |
| 30D | -15.1% | +14.8% | -29.9% | -16.4% |
| 3M | -22.5% | +16.7% | -39.2% | -24.2% |
| 6M | +4.0% | +127.5% | -123.6% | -6.6% |
| YTD | -22.3% | +121.0% | -143.3% | -30.2% |
| 1Y | 0.0% | +58.4% | -58.4% | -7.8% |
| 3Y | +10.9% | +392.4% | -381.5% | -15.0% |
| 5Y | +105.4% | +80.5% | +24.9% | +57.6% |
| All | +157.5% | -11.8% | +169.3% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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