-25.5%
NOK vs FSLR
+599.6%
-625.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +5.4% | -14.8% | +20.1% | +8.6% |
| 30D | -14.1% | -4.3% | -9.9% | -13.6% |
| 3M | -23.6% | -23.4% | -0.2% | -19.8% |
| 6M | -45.1% | -26.9% | -18.2% | -41.8% |
| YTD | +24.7% | -34.4% | +59.1% | +34.1% |
| 1Y | +19.0% | -33.2% | +52.2% | +27.3% |
| 3Y | +147.0% | +28.1% | +119.0% | +115.9% |
| 5Y | +58.2% | +54.5% | +3.7% | +26.4% |
| 10Y | +122.3% | +434.6% | -312.3% | +22.5% |
| All | -25.5% | +599.6% | -625.1% | -62.7% |
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