+28.1%
FSLR vs ROP
-5.1%
+33.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.5% |
| 7D | -14.8% | +0.7% | -15.5% | -14.8% |
| 30D | -4.3% | +28.8% | -33.1% | -4.6% |
| 3M | -23.4% | +21.1% | -44.4% | -23.5% |
| 6M | -26.9% | +52.5% | -79.5% | -28.1% |
| YTD | -34.4% | +8.9% | -43.3% | -30.3% |
| 1Y | -33.2% | +8.2% | -41.4% | -28.9% |
| 3Y | +28.1% | -5.2% | +33.2% | +25.8% |
| All | +28.1% | -5.1% | +33.1% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling