+726.4%
FSLR vs ROK
+916.4%
-190.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.3% |
| 7D | 0.0% | +0.7% | -0.7% | -0.5% |
| 30D | -13.7% | -3.3% | -10.3% | -11.9% |
| 3M | -35.1% | -5.9% | -29.2% | -32.9% |
| 6M | +3.6% | +13.9% | -10.2% | -5.5% |
| YTD | -21.7% | +12.6% | -34.3% | -28.8% |
| 1Y | +1.3% | +28.6% | -27.3% | -15.5% |
| 3Y | +9.7% | +45.1% | -35.4% | -21.0% |
| 5Y | +117.4% | +45.6% | +71.8% | +48.5% |
| 10Y | +435.5% | +345.0% | +90.5% | +42.0% |
| All | +726.4% | +916.4% | -190.0% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling