+135.4%
NOK vs FSLR
-0.3%
+135.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +2.5% |
| 7D | +9.3% | +0.2% | +9.1% | +9.2% |
| 30D | +17.9% | -15.1% | +33.0% | +23.5% |
| 3M | -22.3% | -22.5% | +0.2% | -16.8% |
| 6M | +36.4% | +4.0% | +32.4% | +42.1% |
| YTD | +66.3% | -22.3% | +88.6% | +74.8% |
| All | +135.4% | -0.3% | +135.8% | +148.6% |
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