+674.5%
FSLR vs ROP
+961.1%
-286.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.0% |
| 7D | +5.3% | -1.6% | +6.9% | +6.4% |
| 30D | +7.8% | +29.5% | -21.8% | -11.0% |
| 3M | -23.4% | +17.5% | -40.9% | -32.6% |
| 6M | -12.9% | +38.1% | -51.0% | -33.6% |
| YTD | -26.7% | +7.0% | -33.6% | -34.5% |
| 1Y | -28.4% | +6.5% | -34.9% | -35.8% |
| 3Y | +44.6% | -5.5% | +50.1% | +37.2% |
| 5Y | +67.9% | -0.4% | +68.3% | +49.4% |
| 10Y | +496.9% | +183.6% | +313.3% | +95.8% |
| All | +674.5% | +961.1% | -286.7% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling