+105.7%
FSLR vs OWL
+22.6%
+83.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.4% | -2.1% | -6.3% | -8.1% |
| 30D | -0.9% | +11.6% | -12.5% | -3.9% |
| 3M | -26.1% | -13.8% | -12.3% | -23.8% |
| 6M | -23.6% | +7.8% | -31.5% | -25.5% |
| YTD | -31.8% | -25.8% | -6.0% | -28.0% |
| 1Y | -32.6% | -26.5% | -6.1% | -28.7% |
| 3Y | +33.0% | -9.6% | +42.6% | +25.9% |
| 5Y | +56.8% | -20.8% | +77.6% | +43.0% |
| All | +105.7% | +22.6% | +83.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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