+123.5%
FSLR vs OTIS
-14.6%
+138.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.0% |
| 7D | +6.8% | -0.8% | +7.6% | +7.1% |
| 30D | -14.7% | -4.7% | -10.0% | -12.9% |
| 3M | -22.6% | +1.2% | -23.8% | -23.4% |
| 6M | +12.7% | -20.5% | +33.2% | +24.7% |
| YTD | -18.4% | -18.4% | +0.1% | -11.0% |
| 1Y | +4.9% | -18.1% | +23.0% | +14.0% |
| 3Y | +16.4% | -10.6% | +27.0% | +17.4% |
| 5Y | +123.5% | -16.1% | +139.5% | +119.5% |
| All | +123.5% | -14.6% | +138.1% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 5y: compounded portfolio wealth divided by compounded OTIS 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…
5y analysis · Full analysis span regression · 6 months rolling