+134.6%
FSLR vs OWL
+27.7%
+106.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -4.0% |
| 7D | +0.2% | -6.4% | +6.6% | +1.8% |
| 30D | -15.1% | -5.0% | -10.1% | -14.3% |
| 3M | -22.5% | +15.4% | -38.0% | -25.2% |
| 6M | +4.0% | +15.5% | -11.5% | -0.4% |
| YTD | -22.3% | -22.7% | +0.4% | -18.3% |
| 1Y | 0.0% | -34.1% | +34.1% | +8.7% |
| 3Y | +10.9% | +5.1% | +5.8% | +1.0% |
| 5Y | +105.4% | -11.5% | +116.8% | +85.6% |
| All | +134.6% | +27.7% | +106.8% | +117.5% |
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