+45.4%
ON vs FSLR
+3.4%
+42.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -6.3% |
| 7D | -2.2% | +6.8% | -9.0% | -5.0% |
| 30D | -12.4% | -14.7% | +2.3% | -6.5% |
| 3M | -41.2% | -22.6% | -18.6% | -34.7% |
| 6M | +25.0% | +12.7% | +12.3% | +27.2% |
| YTD | +31.3% | -18.4% | +49.6% | +39.1% |
| 1Y | +45.4% | +4.9% | +40.5% | +56.7% |
| All | +45.4% | +3.4% | +42.0% | +56.7% |
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 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