+691.3%
FSLR vs UAL
+186.4%
+504.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.6% |
| 7D | +10.7% | +5.0% | +5.6% | +9.6% |
| 30D | +8.9% | -1.2% | +10.1% | +9.0% |
| 3M | -17.3% | -16.8% | -0.6% | -14.4% |
| 6M | -10.8% | +18.0% | -28.7% | -13.9% |
| YTD | -25.1% | -1.2% | -23.9% | -25.7% |
| 1Y | -29.4% | +14.3% | -43.7% | -32.0% |
| 3Y | +28.8% | +194.6% | -165.7% | -0.4% |
| 5Y | +68.3% | +109.6% | -41.3% | +35.0% |
| 10Y | +502.7% | +93.1% | +409.6% | +341.4% |
| All | +691.3% | +186.4% | +504.8% | +315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling