+466.4%
FSLR vs OVV
+46.5%
+419.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.4% | -5.9% |
| 7D | -2.6% | -7.3% | +4.6% | -1.4% |
| 30D | +1.8% | -3.6% | +5.3% | +2.1% |
| 3M | -24.4% | -2.6% | -21.7% | -24.4% |
| 6M | -17.7% | +7.6% | -25.3% | -19.7% |
| YTD | -30.7% | +59.6% | -90.3% | -37.8% |
| 1Y | -33.6% | +62.2% | -95.8% | -40.8% |
| 3Y | +35.1% | +49.6% | -14.5% | +20.3% |
| 5Y | +63.1% | +98.9% | -35.9% | +32.3% |
| 10Y | +466.4% | +45.1% | +421.3% | +328.3% |
| All | +466.4% | +46.5% | +419.9% | +328.3% |
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