+36.9%
FSLR vs ROL
+3.8%
+33.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +2.8% |
| 7D | +15.3% | +9.5% | +5.8% | +15.1% |
| 30D | +11.7% | +22.9% | -11.3% | +11.1% |
| 3M | -17.6% | +3.5% | -21.2% | -18.0% |
| 6M | -7.7% | -29.4% | +21.7% | -8.0% |
| YTD | -23.0% | -36.1% | +13.1% | -22.7% |
| 1Y | -26.0% | -34.4% | +8.3% | -25.8% |
| 3Y | +36.9% | +4.0% | +32.9% | -0.6% |
| All | +36.9% | +3.8% | +33.0% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling