+117.8%
FSLR vs ROIV
+248.8%
-131.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.9% | +1.2% |
| 7D | +10.7% | -2.4% | +13.1% | +11.0% |
| 30D | +8.9% | +3.1% | +5.8% | +8.3% |
| 3M | -17.3% | +5.8% | -23.2% | -18.2% |
| 6M | -10.8% | +29.3% | -40.1% | -14.2% |
| YTD | -25.1% | +68.8% | -93.8% | -30.9% |
| 1Y | -29.4% | +81.0% | -110.4% | -35.6% |
| 3Y | +28.8% | +294.6% | -265.8% | +5.2% |
| 5Y | +68.3% | +373.1% | -304.8% | +21.6% |
| All | +117.8% | +248.8% | -131.0% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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