+123.8%
FSLR vs ROIV
+270.3%
-146.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.2% | -3.4% | +1.9% |
| 7D | +15.3% | +5.3% | +10.0% | +14.5% |
| 30D | +11.7% | +11.9% | -0.2% | +9.8% |
| 3M | -17.6% | +10.7% | -28.3% | -19.0% |
| 6M | -7.7% | +34.9% | -42.6% | -11.8% |
| YTD | -23.0% | +79.2% | -102.2% | -29.6% |
| 1Y | -26.0% | +89.0% | -115.1% | -32.9% |
| 3Y | +36.9% | +337.3% | -300.5% | +10.3% |
| 5Y | +72.9% | +402.3% | -329.4% | +23.9% |
| All | +123.8% | +270.3% | -146.5% | +70.1% |
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