+447.0%
FSLR vs ROP
+132.1%
+314.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.4% | -4.2% |
| 7D | +0.2% | -6.1% | +6.4% | +2.8% |
| 30D | -15.1% | -3.4% | -11.8% | -14.0% |
| 3M | -22.5% | +16.7% | -39.2% | -28.3% |
| 6M | +4.0% | +8.1% | -4.1% | -1.2% |
| YTD | -22.3% | -11.7% | -10.6% | -19.3% |
| 1Y | 0.0% | -24.2% | +24.2% | +11.8% |
| 3Y | +10.9% | -19.0% | +29.8% | +17.7% |
| 5Y | +105.4% | -15.9% | +121.2% | +110.9% |
| 10Y | +447.0% | +135.7% | +311.3% | +198.7% |
| All | +447.0% | +132.1% | +314.9% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling