+136.1%
FSLR vs OWL
+38.2%
+97.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | -13.7% | +3.7% | -17.3% | -14.5% |
| 3M | -35.1% | +17.5% | -52.6% | -37.6% |
| 6M | +3.6% | +18.5% | -14.9% | -1.3% |
| YTD | -21.7% | -16.3% | -5.4% | -19.3% |
| 1Y | +1.3% | -29.7% | +31.0% | +8.5% |
| 3Y | +9.7% | +14.2% | -4.5% | -2.0% |
| 5Y | +117.4% | +2.5% | +114.9% | +92.6% |
| All | +136.1% | +38.2% | +97.9% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling