+726.4%
FSLR vs ROP
+814.0%
-87.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | +1.1% |
| 7D | 0.0% | -4.4% | +4.4% | +3.2% |
| 30D | -13.7% | +3.2% | -16.9% | -15.7% |
| 3M | -35.1% | +23.1% | -58.1% | -45.2% |
| 6M | +3.6% | +13.3% | -9.7% | -8.7% |
| YTD | -21.7% | -7.9% | -13.9% | -21.3% |
| 1Y | +1.3% | -22.1% | +23.3% | +14.6% |
| 3Y | +9.7% | -16.8% | +26.5% | +15.0% |
| 5Y | +117.4% | -13.5% | +130.9% | +115.6% |
| 10Y | +435.5% | +137.7% | +297.8% | +102.2% |
| All | +726.4% | +814.0% | -87.6% | +0.5% |
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