+591.8%
ON vs FSLR
+431.1%
+160.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | +1.6% |
| 7D | -1.9% | +0.2% | -2.1% | -2.2% |
| 30D | -11.0% | -15.1% | +4.1% | -5.8% |
| 3M | -39.3% | -22.5% | -16.8% | -33.1% |
| 6M | +19.8% | +4.0% | +15.9% | +18.8% |
| YTD | +31.1% | -22.3% | +53.3% | +42.1% |
| 1Y | +46.0% | 0.0% | +46.0% | +42.6% |
| 3Y | -27.5% | +10.9% | -38.4% | -38.7% |
| 5Y | +56.9% | +105.4% | -48.5% | -6.0% |
| 10Y | +591.8% | +447.0% | +144.8% | +168.7% |
| All | +591.8% | +431.1% | +160.7% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling