+16.4%
FSLR vs ROST
+97.5%
-81.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | -14.7% | -10.2% | -4.6% | -10.8% |
| 3M | -22.6% | +1.0% | -23.6% | -23.1% |
| 6M | +12.7% | +8.7% | +4.0% | +7.7% |
| YTD | -18.4% | +27.8% | -46.2% | -28.0% |
| 1Y | +4.9% | +52.7% | -47.7% | -15.2% |
| 3Y | +16.4% | +97.5% | -81.1% | -23.4% |
| All | +16.4% | +97.5% | -81.1% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling