+516.0%
ON vs FSLR
+519.9%
-3.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.7% | +13.9% | +10.9% |
| 7D | -1.4% | +5.3% | -6.7% | -3.6% |
| 30D | -10.9% | +7.8% | -18.6% | -13.7% |
| 3M | -14.9% | -23.4% | +8.5% | -6.8% |
| 6M | -33.0% | -12.9% | -20.1% | -29.5% |
| YTD | +27.6% | -26.7% | +54.3% | +40.8% |
| 1Y | +44.5% | -28.4% | +72.9% | +60.1% |
| 3Y | +7.4% | +44.6% | -37.2% | -19.5% |
| 5Y | +18.7% | +67.9% | -49.2% | -24.1% |
| 10Y | +516.0% | +496.9% | +19.0% | +127.2% |
| All | +516.0% | +519.9% | -3.9% | +127.2% |
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 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