-26.0%
FSLR vs ROL
-35.3%
+9.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +2.9% |
| 7D | +15.3% | +9.5% | +5.8% | +14.9% |
| 30D | +11.7% | +22.9% | -11.3% | +11.0% |
| 3M | -17.6% | +3.5% | -21.2% | -18.6% |
| 6M | -7.7% | -29.4% | +21.7% | -8.4% |
| YTD | -23.0% | -36.1% | +13.1% | -22.6% |
| 1Y | -26.0% | -34.4% | +8.3% | -27.6% |
| All | -26.0% | -35.3% | +9.2% | -27.6% |
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