+74.9%
FSLR vs UAL
+109.3%
-34.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.2% |
| 7D | +15.3% | +8.2% | +7.2% | +12.8% |
| 30D | +11.7% | +2.3% | +9.3% | +10.8% |
| 3M | -17.6% | -12.7% | -4.9% | -14.8% |
| 6M | -7.7% | +12.7% | -20.4% | -11.0% |
| YTD | -23.0% | +0.8% | -23.8% | -24.5% |
| 1Y | -26.0% | +17.8% | -43.8% | -30.3% |
| 3Y | +36.9% | +206.7% | -169.8% | -5.1% |
| All | +74.9% | +109.3% | -34.4% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling