+28.1%
FSLR vs ROK
+63.3%
-35.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -14.8% | +7.1% | -21.9% | -17.0% |
| 30D | -4.3% | -5.0% | +0.7% | -3.3% |
| 3M | -23.4% | -9.4% | -14.0% | -21.2% |
| 6M | -26.9% | -11.0% | -15.9% | -24.5% |
| YTD | -34.4% | +4.4% | -38.8% | -36.6% |
| 1Y | -33.2% | +7.4% | -40.6% | -36.1% |
| 3Y | +28.1% | +61.0% | -32.9% | -7.1% |
| All | +28.1% | +63.3% | -35.2% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling