+1.3%
FSLR vs ROK
+29.3%
-28.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.4% |
| 30D | -13.7% | -3.3% | -10.3% | -12.3% |
| 3M | -35.1% | -5.9% | -29.2% | -33.5% |
| 6M | +3.6% | +13.9% | -10.2% | -3.9% |
| YTD | -21.7% | +12.6% | -34.3% | -29.3% |
| 1Y | +1.3% | +28.6% | -27.3% | -13.2% |
| All | +1.3% | +29.3% | -28.1% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling