-26.0%
FSLR vs ROL
-34.1%
+8.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.9% | +4.5% |
| 7D | +10.3% | +14.6% | -4.2% | +9.8% |
| 30D | +10.4% | +29.3% | -18.9% | +9.4% |
| 3M | -20.2% | +2.0% | -22.2% | -21.3% |
| 6M | -8.0% | -28.5% | +20.5% | -8.4% |
| YTD | -25.5% | -35.3% | +9.8% | -25.0% |
| 1Y | -26.0% | -34.7% | +8.7% | -26.4% |
| All | -26.0% | -34.1% | +8.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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