+631.5%
FSLR vs ROST
+3,686.8%
-3,055.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.4% | -5.9% |
| 7D | -2.6% | +3.2% | -5.8% | -4.3% |
| 30D | +1.8% | +7.4% | -5.7% | -2.1% |
| 3M | -24.4% | -6.1% | -18.3% | -22.5% |
| 6M | -17.7% | +6.2% | -23.9% | -21.1% |
| YTD | -30.7% | +33.4% | -64.2% | -40.6% |
| 1Y | -33.6% | +48.8% | -82.4% | -46.1% |
| 3Y | +35.1% | +99.5% | -64.4% | -6.1% |
| 5Y | +63.1% | +112.7% | -49.6% | +5.4% |
| 10Y | +466.4% | +316.4% | +150.0% | +122.6% |
| All | +631.5% | +3,686.8% | -3,055.3% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling