0.0%
FSLR vs ROST
+51.1%
-51.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.2% |
| 7D | +0.2% | -2.2% | +2.5% | +1.0% |
| 30D | -15.1% | -11.4% | -3.7% | -11.9% |
| 3M | -22.5% | -1.6% | -20.9% | -22.0% |
| 6M | +4.0% | +6.8% | -2.9% | +0.8% |
| YTD | -22.3% | +25.8% | -48.1% | -29.2% |
| 1Y | 0.0% | +52.4% | -52.4% | -14.7% |
| All | 0.0% | +51.1% | -51.1% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling