+183.7%
NOK vs FSLR
+15.2%
+168.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.3% | +1.9% | +5.6% |
| 7D | +7.3% | +6.8% | +0.4% | +6.3% |
| 30D | +13.8% | -14.7% | +28.5% | +16.2% |
| 3M | -27.0% | -22.6% | -4.4% | -24.8% |
| 6M | +37.6% | +12.7% | +24.9% | +37.9% |
| YTD | +64.6% | -18.4% | +83.0% | +68.0% |
| 1Y | +132.0% | +4.9% | +127.1% | +132.5% |
| 3Y | +183.7% | +16.4% | +167.3% | +175.9% |
| All | +183.7% | +15.2% | +168.5% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling