+418.1%
FSLR vs OVV
+58.9%
+359.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -14.8% | +8.0% | -22.8% | -16.1% |
| 30D | -4.3% | -2.0% | -2.3% | -4.3% |
| 3M | -23.4% | +5.4% | -28.8% | -24.6% |
| 6M | -26.9% | +14.3% | -41.2% | -29.6% |
| YTD | -34.4% | +69.4% | -103.8% | -41.8% |
| 1Y | -33.2% | +72.4% | -105.6% | -41.1% |
| 3Y | +28.1% | +58.4% | -30.3% | +12.8% |
| 5Y | +54.5% | +106.1% | -51.6% | +24.5% |
| All | +418.1% | +58.9% | +359.3% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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