+466.4%
FSLR vs ROST
+317.2%
+149.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.4% | -5.8% |
| 7D | -2.6% | +3.2% | -5.8% | -3.9% |
| 30D | +1.8% | +7.4% | -5.7% | -1.1% |
| 3M | -24.4% | -6.1% | -18.3% | -23.0% |
| 6M | -17.7% | +6.2% | -23.9% | -20.3% |
| YTD | -30.7% | +33.4% | -64.2% | -38.3% |
| 1Y | -33.6% | +48.8% | -82.4% | -43.3% |
| 3Y | +35.1% | +99.5% | -64.4% | +2.9% |
| 5Y | +63.1% | +112.7% | -49.6% | +18.1% |
| 10Y | +466.4% | +316.4% | +150.0% | +288.9% |
| All | +466.4% | +317.2% | +149.3% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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