+495.8%
FSLR vs UAL
+94.5%
+401.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.3% |
| 7D | +15.3% | +8.2% | +7.2% | +13.2% |
| 30D | +11.7% | +2.3% | +9.3% | +10.9% |
| 3M | -17.6% | -12.7% | -4.9% | -15.2% |
| 6M | -7.7% | +12.7% | -20.4% | -10.6% |
| YTD | -23.0% | +0.8% | -23.8% | -24.2% |
| 1Y | -26.0% | +17.8% | -43.8% | -29.7% |
| 3Y | +36.9% | +206.7% | -169.8% | +0.8% |
| 5Y | +72.9% | +113.9% | -41.0% | +33.3% |
| All | +495.8% | +94.5% | +401.3% | +411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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