-7.4%
NOK vs FSLR
+734.5%
-741.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.9% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +4.7% | -13.7% | +18.4% | +7.5% |
| 3M | -39.7% | -35.1% | -4.6% | -34.2% |
| 6M | +23.1% | +3.6% | +19.4% | +22.4% |
| YTD | +55.0% | -21.7% | +76.8% | +61.5% |
| 1Y | +118.0% | +1.3% | +116.8% | +114.5% |
| 3Y | +170.5% | +9.7% | +160.8% | +144.5% |
| 5Y | +84.9% | +117.4% | -32.5% | +37.8% |
| 10Y | +112.0% | +435.5% | -323.5% | +17.0% |
| All | -7.4% | +734.5% | -741.9% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling