+495.8%
FSLR vs OVV
+50.1%
+445.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +2.9% |
| 7D | +15.3% | -16.7% | +32.0% | +19.1% |
| 30D | +11.7% | -1.5% | +13.2% | +11.6% |
| 3M | -17.6% | +1.6% | -19.2% | -18.4% |
| 6M | -7.7% | +2.0% | -9.8% | -9.1% |
| YTD | -23.0% | +56.8% | -79.8% | -30.7% |
| 1Y | -26.0% | +64.8% | -90.9% | -34.2% |
| 3Y | +36.9% | +38.3% | -1.4% | +23.7% |
| 5Y | +72.9% | +84.9% | -12.0% | +42.3% |
| All | +495.8% | +50.1% | +445.7% | +346.5% |
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