+19.0%
NOK vs FSLR
-35.9%
+55.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +5.4% | -14.8% | +20.1% | +11.4% |
| 30D | -14.1% | -4.3% | -9.9% | -13.3% |
| 3M | -23.6% | -23.4% | -0.2% | -16.4% |
| 6M | -45.1% | -26.9% | -18.2% | -37.7% |
| YTD | +24.7% | -34.4% | +59.1% | +39.6% |
| 1Y | +19.0% | -33.2% | +52.2% | +31.6% |
| All | +19.0% | -35.9% | +55.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling