+123.5%
FSLR vs ROST
+111.1%
+12.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +6.8% | +0.2% | +6.6% | +6.7% |
| 30D | -14.7% | -10.0% | -4.7% | -11.2% |
| 3M | -22.6% | +1.2% | -23.8% | -23.1% |
| 6M | +12.7% | +8.9% | +3.8% | +8.3% |
| YTD | -18.4% | +28.1% | -46.4% | -26.6% |
| 1Y | +4.9% | +53.0% | -48.0% | -12.2% |
| 3Y | +16.4% | +97.9% | -81.5% | -12.9% |
| 5Y | +123.5% | +112.0% | +11.5% | +52.3% |
| All | +123.5% | +111.1% | +12.4% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling