+28.1%
FSLR vs ROL
+5.9%
+22.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.6% |
| 7D | -14.8% | +3.0% | -17.8% | -14.9% |
| 30D | -4.3% | +19.8% | -24.1% | -4.7% |
| 3M | -23.4% | +7.9% | -31.3% | -23.8% |
| 6M | -26.9% | -25.6% | -1.3% | -27.4% |
| YTD | -34.4% | -34.1% | -0.2% | -34.2% |
| 1Y | -33.2% | -31.4% | -1.8% | -33.1% |
| 3Y | +28.1% | +4.7% | +23.4% | +4.7% |
| All | +28.1% | +5.9% | +22.2% | +4.7% |
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