+454.3%
FSLR vs ROL
+203.4%
+250.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +5.1% |
| 7D | +6.8% | -3.4% | +10.2% | +7.9% |
| 30D | -14.7% | -6.9% | -7.8% | -12.9% |
| 3M | -22.6% | -24.6% | +2.0% | -16.0% |
| 6M | +12.7% | -39.5% | +52.2% | +31.0% |
| YTD | -18.4% | -41.1% | +22.7% | -4.5% |
| 1Y | +4.9% | -37.9% | +42.9% | +19.9% |
| 3Y | +16.4% | +0.8% | +15.6% | +7.4% |
| 5Y | +123.5% | -4.7% | +128.1% | +105.2% |
| 10Y | +454.3% | +207.9% | +246.4% | +235.5% |
| All | +454.3% | +203.4% | +250.9% | +235.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling