+74.9%
FSLR vs ROL
+13.1%
+61.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.2% |
| 7D | +15.3% | +9.5% | +5.8% | +13.0% |
| 30D | +11.7% | +22.9% | -11.3% | +6.4% |
| 3M | -17.6% | +3.5% | -21.2% | -18.4% |
| 6M | -7.7% | -29.4% | +21.7% | -0.5% |
| YTD | -23.0% | -36.1% | +13.1% | -14.9% |
| 1Y | -26.0% | -34.4% | +8.3% | -18.9% |
| 3Y | +36.9% | +4.0% | +32.9% | +21.4% |
| All | +74.9% | +13.1% | +61.8% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling