+447.0%
FSLR vs ROK
+343.9%
+103.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.0% | -4.4% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -15.1% | -1.8% | -13.3% | -14.5% |
| 3M | -22.5% | -7.2% | -15.4% | -20.2% |
| 6M | +4.0% | +14.2% | -10.2% | -2.5% |
| YTD | -22.3% | +10.6% | -32.8% | -26.5% |
| 1Y | 0.0% | +25.9% | -25.9% | -10.8% |
| 3Y | +10.9% | +50.8% | -39.9% | -12.4% |
| 5Y | +105.4% | +47.0% | +58.3% | +59.3% |
| 10Y | +447.0% | +354.9% | +92.1% | +142.1% |
| All | +447.0% | +343.9% | +103.1% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling