+47.6%
ON vs FSLR
-24.3%
+71.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.5% | -4.1% |
| 7D | -5.8% | +10.3% | -16.1% | -10.4% |
| 30D | -17.1% | +10.4% | -27.5% | -21.1% |
| 3M | -11.8% | -20.2% | +8.4% | -2.3% |
| 6M | -30.2% | -8.0% | -22.2% | -24.0% |
| YTD | +31.6% | -25.5% | +57.1% | +46.4% |
| 1Y | +47.6% | -26.0% | +73.5% | +64.2% |
| All | +47.6% | -24.3% | +71.8% | +64.2% |
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