+726.4%
FSLR vs ROL
+1,499.6%
-773.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.6% |
| 7D | 0.0% | -1.4% | +1.4% | +0.7% |
| 30D | -13.7% | -4.1% | -9.6% | -11.9% |
| 3M | -35.1% | -22.5% | -12.6% | -27.1% |
| 6M | +3.6% | -37.7% | +41.3% | +29.3% |
| YTD | -21.7% | -39.6% | +17.8% | -1.3% |
| 1Y | +1.3% | -36.0% | +37.3% | +22.8% |
| 3Y | +9.7% | -5.1% | +14.8% | +3.5% |
| 5Y | +117.4% | -3.4% | +120.7% | +96.3% |
| 10Y | +435.5% | +215.2% | +220.2% | +119.2% |
| All | +726.4% | +1,499.6% | -773.2% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling