+52.6%
FSLR vs UAL
+117.7%
-65.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -14.8% | -3.0% | -11.7% | -14.2% |
| 30D | -4.3% | +10.5% | -14.8% | -7.1% |
| 3M | -23.4% | -13.5% | -9.9% | -20.7% |
| 6M | -26.9% | +14.2% | -41.2% | -29.8% |
| YTD | -34.4% | -2.2% | -32.1% | -35.2% |
| 1Y | -33.2% | +12.5% | -45.7% | -36.3% |
| 3Y | +28.1% | +186.8% | -158.8% | -9.5% |
| All | +52.6% | +117.7% | -65.1% | +11.2% |
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